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Learning from the Tail—Understanding Market Risk from COVID-19

Risk, Performance, and Reporting

By Sean Deutsch, CFA  |  November 25, 2020

Last week, we hosted a webcast to discuss the market risks caused by the ongoing COVID-19 pandemic as part of our FINSIGHTS webcast series for the Canadian market. In this session, we took a closer look at understanding the tail-risk manifested from the current market upset with case studies on the Canadian and U.S. economies.

The multi-asset landscape has exploded in recent years with an overwhelming range of strategies and approaches now available to investors. New strategies, new technologies, and new workflows require high-quality risk models and best practices. This has never been made more clear than with the onset of COVID-19 thrusting the global economy into turbulence unseen for at least a decade. Now more than ever, financial institutions need to keep a close eye on the threats that can have real impacts on financial performance across the enterprise.

To hear the full story as well as other key topics influencing the Canadian financial industry, register for the series.

Sean Deutsch, CFA

Director of Risk Strategy

Mr. Sean Deutsch is Vice President, Director of Risk Strategy. In this role, he focuses on driving business growth and the development of in-house multi-asset class risk models and third-party relationships. Before joining FactSet, Mr. Deutsch headed the consulting team at HedgeMark, providing risk and performance analytics to dedicated managed account clients. Prior to this role, Mr. Deutsch spent over nine years at MSCI working in multiple capacities starting with hedge fund aggregation team lead, senior relationship manager, and regulatory product specialist. Mr. Deutsch earned a degree in Business Administration from the University at Buffalo and is a CFA charterholder.


The information contained in this article is not investment advice. FactSet does not endorse or recommend any investments and assumes no liability for any consequence relating directly or indirectly to any action or inaction taken based on the information contained in this article.