Shifting Perspective: Understanding Fat Tail Risks
And Upsides In Your Portfolio
Thursday, June 21
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-IotovaSenior 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.