Learn about the Merton Model for evaluating corporate credit risk, developed by Robert Merton in 1974, and used by analysts ...

A team of equity strategists at Goldman Sachs Group said that, according to their model, the risk of a stock-market correction over the next three months is rising. To be sure, the S&P 500 is already ...

Regulators around the world differ in their approach to model risk management (MRM) regulation – including their definitions of what a model is. While some are more prescriptive, others such as the UK ...

The Bloomberg MAC3 GRM suite of Multi-Asset risk models incorporates a number of advanced techniques that result in superior performance across portfolio types, geographies and investment styles.

SimCorp has launched an upgrade to its Axioma Worldwide Equity Factor Risk Model. The new model is designed to help risk managers construct portfolios that are able to better withstand market ...

Over time, investment portfolios can drift away from their original allocation. This can happen for a range of reasons. A new fund manager could deviate from a fund’s original process. Fund managers ...

Bloomberg’s Multi-Asset Risk System (MARS) Market Risk solution today announced expansions of its regulatory offerings to support clients as they comply with global buyside derivatives risk ...