Wednesday webinar at one: Where risk models go wrong (Fully Booked)
Wed 14 Feb 18 at Webinar, Online

Almost all modern investment processes involve a risk model as a way to balance risk and return, and with good reason. Making money is tough, as any variant of efficient markets hypothesis will suggest, but competitive pressures do not really apply in the same way to risk models and so we can expect reasoned estimates of risk to do better than guesses 9 times out of 10. As a result, risk models are everywhere, and largely they work well.

However, as someone who has written and used risk models for more than 25 years, Robert Macrae, CFA, does not think they work quite as well as their more enthusiastic promoters suggest. There are limits, there are problems, so it is well worth taking a step back and asking what we can realistically expect them to achieve. In this presentation, Robert will explore areas where risk software might give you answers that are unreliable

Speakers
Robert Macrae, CFA
Research Associate, LSE Systemic Risk Centre


Robert Macrae, CFA, has spent the last 25 years applying an engineering approach to problems in investment, finance and risk. He is currently a Research Associate at the LSE Systemic Risk Centre. Robertís areas of interest include value investment, hedge funds, risk control, and improving financial regulation.

When and where?

Date
Wednesday 14 February 18

Time
Registration: 12:50
Event: 13:00 - 13:40

Location
Webinar, Link will be emailed closer to the time, Online
View map | View directions

Nearest tube station
n/a
TFL journey planner

Price
Member - ££0
Non-member - ££20
CPD

This is eligible for 0.75 CPD hours