Build It in a Day: Macroeconomic Risk in Markets

Workshop Info

Macroeconomic Risk in Markets
This session will start with laying the groundwork for macroeconomic risk in markets. The course will elaborate on the macro risk factors that affect assets and cover the evolution of approaches to measuring, managing and mitigating macro risk in portfolios. Although the focus is on equities, we will discuss how macro variables impact risk more broadly across sectors and assets. We will highlight the importance of macro risk in particular around the re-emergence of macro driving equity markets in 2022-2024. The session hands-on learning, discussion and group work for students.

February 14 – May 2 , 2025
Time for all workshops: 1:00 pm – 4:00 pm ET

These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.

How To Join a Session

Click on the Join a Session button at 1:00 pm ET on the day of your desired workshop. Each workshop ends at 4:00 pm ET.