The challenges of modelling risk in today’s market

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Alex Botte, Two Sigma

In this podcast, Alex Botte (pictured), CFA, CAIA, Client Solutions Research at Two Sigma and Venn, discusses what impact Covid-19 has had on the way risk is perceived, modelled, and ultimately managed within investor portfolios. And how next generation AI tools are helping to generate fresh insights on how factor risks are understood.

During the discussion, Alex provides some examples of how Venn thinks about managing inflation risk exposures, crypto asset  risk exposures, and what the latest developments are on translating ESG considerations into risk factor decomposition.

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James Williams
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