Risk modeling comes in varying shapes and sizes throughout the financial world. Having previously worked as a derivatives trader on the Chicago Board Options Exchange and as a senior risk analyst, I ...

Ruin theory has emerged as a pivotal branch of actuarial science, offering a robust mathematical framework to quantify the risk of insolvency in both insurance and financial contexts. At its core, the ...

This article was written by Antonios Lazanas, Head of Portfolio and Index Research at Bloomberg. Modern risk modelling is not just about monitoring risk. Sure, the specialists who manage risk are ...

Many financial institutions shy away from multi-bureau strategies, fearing complexity and cost. What if we told you that not only is a multi-bureau approach achievable, but it can also significantly ...

Powered by advanced factor research and daily refreshed data, Bloomberg’s MAC3 Risk Model transforms how investors see and manage risk in a multi-asset world. Bloomberg MAC3 gives investors a unified ...

One pretty obvious aspect of the climate emergency which may have flown under your radar is that human-driven global heating is disrupting traditional approaches to risk modelling around natural ...

Traditional model validation assumes a model can be tested in isolation, signed off, and then left unchanged. That approach ...

As climate-related events become more frequent and severe, robust climate risk modelling is vital for financial stability. This course provides a comprehensive exploration of climate modelling, ...

Recent serious weather events, from record-cold temperatures in Texas to wildfires and floods in Australia, have devastated local communities, elevating the importance of understanding climate risk ...