FactSet Balanced Risk: Risk Measures for Equity and Fixed Income

Most risk models are either equity focused with some fixed income flavor or fixed income models with some rudimentary equity addition. An accurate total risk model must unite, in one framework, descriptors of various equity risk, currency risk, and fixed income risk to provide a very granular view of both equity and fixed income markets. Only this type of model can truly report risk across asset classes.

Our Balanced Risk white paper, written by Dr. Steve Greiner, describes how to accurately measure risk across all asset classes through a collection of risk statistics such as Value at Risk (VaR), Expected Tail Loss, Kurtosis, Skewness, Tracking Error, Stress Testing, and others.

Complete this short form to view the white paper.