The FactSet risk team is often asked to describe the differences among the various risk model providers. In the past, we have drawn our own conclusions in the eBook "Really, how different are the risk model providers?" But this time, we posed the question to key representatives from APT, Axioma, R-Squared, MSCI Barra, and Northfield, asking each provider to define their thoughts on modeling, the market, and risk factors.
In the first of our six-part podcast series, we ask the providers to comment on the usefulness of global models versus regional and country models. Listen now.
Next week, we’ll feature another round with the providers as they tell us how they’ve adapted their models after the market crisis.
Request the related eBook, "Really, how different are the risk model providers?"
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