Relative Risk       

Risk Models

We believe that the financial markets are segmented, and require different models at different levels. Multilevel integrated risk models are built with a multilevel-integrated statistical factor approach for global equities and over 150 currencies. This approach allows finer granularity with increased depth for modelling the structural relationships both within and across market segments.

A multilevel integrated statistical factor approach

Multilevel integrated risk models are built with a multilevel-integrated statistical factor approach. This approach allows finer granularity with increased depth for modelling the structural relationships both within and across asset classes.

Robust and dynamic

Our risk models are robust and dynamic, which is clearly demonstrated in the risk estimates of the returns below.