Webinar Invitation - Better Factor Models for Global Macro Risk Management
- BCMstrategy, Inc.
- Apr 27
- 1 min read
Persistent, intensifying geopolitical realignments wreak havoc with portfolio assumptions, model parameters, and risk pricing paradigms.
It is a time-old story: policymakers act, journalists report, markets react. Policy volatility triggers market volatility with regularity.
Markets are adapting. Factor models are becoming more precise. The data that feeds those models (including PolicyScope Data!) delivers the ability to measure, manage, and anticipate risks with greater precision than in the past. Market participants increasingly use AI-powered processes to identify pricing anomalies and support portfolio management.
Our friends and colleagues at the Professional Risk Managers' International Association (PRMIA) are here to help. Please join us for a webinar this week exploring how to use better factor models for global macro risk management and other purposes in the current geopolitical and AI-powered environment. BCMstrategy, Inc. also has a new white paper with details on how to maximize the utility of PolicyScope data within factor models.
Details below.
Better Factor Models for Global Macro Risk Management
Since 2002, PRMIA has provided a valuable forum for quantitative finance professionals to discuss cutting edge issues in risk measurement. We are honored to have been asked to participate in this week's webinar:
Please join us on Wednesday, April 29 at 11 am EDT.
For the occasion, we are releasing a new White Paper that provides details on how to use PolicyScope data within factor models.
Please reach out to claim your free copy of the White Paper today.
