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​Shifting Perspective: Understanding Fat Tail Risks And Upsides In Your Portfolio

Event Description

​Shifting Perspective: Understanding Fat Tail Risks 
And Upsides In Your Portfolio
Thursday, June 21
Minneapolis, MN

Please attend an exclusive luncheon, Shifting Perspective: Understanding Fat Tail Risks and Upsides in your Portfolio, hosted by CFA Society Minnesota and sponsor FactSet, on Thursday, June 21 from 11:30 a.m. - 1:00 p.m. 

The presentation is an opportunity for you to understand an alternative method to better analyze risk during times of high market volatility. 

Led by Boryana Racheva-Iotova, Director of Risk Research at FactSet, this session will provide you insights on:

  • What is fat tail risk and why it’s important for your portfolio risk analysis
  • How to apply fat tail risk methodology to your practice
  • How to identify the possible increase of tail risk in a portfolio during periods of market volatility
  • How to use advanced risk budgeting approaches to improve the risk-return profile of multi-asset class funds 
About our speaker:
Boryana Racheva-Iotova
Senior Vice President, Director of Risk Research at FactSet

Boryana Racheva-Iotova has over 15 years of experience in building risk management software solutions and translating the latest academic advancements in practical applications to meet the needs of the financial industry practitioners. She started her professional path in risk management with the Bulgarian Finance Minister and then led the implementation of a Monte-Carlo based VaR calculation and structured products valuation engine to meet the Basel II Requirements at SGZ Bank (at present DZ Bank, Germany). Shortly afterwards, she founded FinAnalytica and originated the Cognity award-winning Market Risk Solution. In 2016, FinAnalytica merged with BISAM and the merged entity was later acquired by FactSet in March 2017. Boryana’s numerous articles have been published by premier scientific journals. She holds M. Sc. in Probability and Statistics at the Faculty of Mathematics and Informatics, Sofia University, and Doctor of Science degree, magna cum laude from Ludwig Maximilian University of Munich.

Event Type

Society; Career; Social/Networking; Educational

Education Topic

Portfolio Management

Start Time

6/21/2018 11:30 AM

End Time

6/21/2018 1:00 PM





Event Country

United States

Event Region


Location Info

​121 S. 8th Street, Suite 200
Marquette Room
Minneapolis, MN 55402


Boryana Racheva-Iotova

CE Credits


SER Credit




Member Price


Non-Member Price


Candidate Price





All Day Event





Content Type: MyCFA Calendar
Created at 5/16/2018 12:32 PM by
Last modified at 5/21/2018 12:05 PM by