Do your risk models really cover macro?
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Most risk-model evaluations spend their time on factor libraries and interfaces, then find after go-live that the model has little to say about the macro environment driving a large share of portfolio volatility.
We put together a short guide on how to assess that gap before you commit.
It's built around six questions worth asking any provider: how many macro factors are modelled and whether they're economically grounded; how often exposures update; whether the model cleanly separates macro-driven returns from genuine alpha; the real security coverage; whether it detects regime shifts; and who built it.
It also covers how to structure a live evaluation — running the model on a slice of your own book, and testing how it behaved through a past macro dislocation rather than on vendor-picked samples.
The aim is a practical checklist for judging depth rather than breadth, whichever direction your search takes. No obligation — it may simply sharpen the questions you put to any vendor you're already considering.
Get the full guide by clicking the Download button
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