Stochastic simulation techniques employed for portfolio risk analysis often referred to as Aggregate Risk Analysis, can benefit from exploiting state-of-the-art high-performance computing platforms.

Pop quiz: What’s the difference between risk tolerance and risk profile? Risk tolerance and risk profile are often used synonymously yet are distinct constructs when determining suitable risk levels ...

Risk aggregation is not a new phenomenon. The insurance industry, for example, has long examined how shared assets and similarities between organizations in their books bundle potential risk. Risk ...