Tungsten Risk Management

Tungsten Risk Blog

Nov 23 2011

Risk Forecasting

by Jens

We have written a paper on the Tungsten risk forecasting models. The paper walk through the various implementations in Tungsten. We cover the advantages and disadvantages of each model and discuss which method works best depending on application and the portfolio composition.

In future posts we will cover stress and scenario analysis and explain how you can use this together with your risk forecasting to better get to grips with the dynamics of your portfolio's.

In today's challenging markets with crisis after crisis, navigating the treacherous seas without a Lodestar will make your journey so much harder, so make sure you have all the tools at your disposal before you set off on your challenge. 

Good luck out there!

Lodestar Team

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