Beyond the surface: The science and strategy of modern Risk Factor Modeling

Join Clearwater for an educational deep dive into the “what, why, and how” of modern risk factor modeling, along with an open dialogue with practitioners and executives in the world of investment management.

This event is hosted by PRMIA (Professional Risk Managers’​ International Association).

Key topics include:

• Discussion on dimensionality reduction
• Types of risk factor models – cross-sectional, time-series, hybrid, and where each type is preferable
• Time horizon; Active vs. Passive Management
• Application to different asset classes and application to machine learning.