Accepting the reality that asset returns are fat-tailed, the race is on for risk managers, quantitative analysts and software vendors to adopt new methods that satisfy investor demands for greater risk transparency. It can be very hard, if not totally confusing, to evaluate and compare how these various approaches will work in practice.

The fact is that not all fat-tailed models are created equal. This webinar will help to demystify what it takes to build a real world fat-tailed model. The world's leading authorities on modeling extreme market events, FinAnalytica’s President, Boryana Racheva-Iotova, and Chief Scientist, Svetlozar (Zari) Rachev, will cover:

• What penalty or elevated view of risk might be associated with using a particular fat-tailed approach
• Why skew is only part of the challenge
• What differentiates “predictive” models from "stressed" and “you’re in it now” models
• How the more widely discussed approaches perform in different market conditions 

Who should attend? The webinar is geared towards risk managers, quantitative analysts and portfolio managers.

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