Here are the facts. There are three standard methodologies for measuring risk: Historical Simulation, Parametric Modeling, and Monte Carlo Simulation. The Value at Risk (VaR) can be calculated using the historical method, the Parametric method, or the Monte Carlo simulation. Relying on history leaves you vulnerable to risk models underestimating the market impact of abnormal events, as these models only consider normal circumstances. What could go wrong when markets act contrary to the norm?
Try our stress test, which uses AI to replace outdated models with forward-looking scenario analysis. You can see vulnerabilities before they become a crisis, so you avoid false confidence.
See the difference for yourself. Try it out using Portfolio Crash Test 1.0.
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Contact us to learn how you can try the PCT 3, an even more powerful portfolio crash test tool. See the difference for yourself when StressTestAI's dynamic approach avoids surprises.
