Saturday, April 27, 2019

Financial Volatility in an Age of Geopolitical Risks

. conference on 'Financial Volatility in an Age of Risks', Bennett Golub of spoke on ' Risk Management: A Structured Approach'. The Blackrock Geopolitical Risk Dashboard uses subjective judgment to create hypothetical scenarios and then stress-tests portfolios against them. Blackrock South Asia Geopolitical Risk Index was at 1.33 on 18 April 2019 vs 1.37 on 18 Dec 2008 (~3 wks after 26/11). Highest (Impact, Likelihood) currently: Global TradeTensions v Cc: