Republican control of Congress could deal “a sharp shock to markets”, analysis suggests
Interest rate scenarios: skinny-dipping with the Fed
As US rates march upwards, Risk.net readers offer deeply diverging forecasts on the impact for markets through to 2024
Inflation scenarios, pt II: end of the party
Whether inflation rises or falls, crowd-sourced scenarios forecast huge range of outcomes
RBC applies ‘deep hedging’ to stress scenarios
Risk USA: machine learning model generates more realistic estimates of trading losses
Climate scenarios: carbon price shock sees asset prices slump
Crowd-sourced scenario analysis suggests very few sectors safe from a post-COP carbon price pop
Inflation scenarios: tail risks loom for US equities
Portfolios could lose more than one-third of their value if inflation stays high, suggests crowd-sourced scenario exercise
Building forward-looking scenarios: why you’re doing it wrong
Rick Bookstaber and colleagues describe a process for constructing effective scenarios
US election scenarios: meltdown fears if poll contested
Crowd-sourced election scenarios show sharp falls and correlation breaks if Trump challenges results
Covid scenarios, pt II: apocalypse how?
Second crowd-sourced scenario exercise reveals polarised views in equities and FX
Valuing scenarios with real option pricing
Risk managers could use Black-Scholes to help drive strategy, writes René Doff