Daily risk forecast

More detailed results are in the tables and figures pages, and more information can be found on the methodology is on the description page.

Average risk

Risk is defined in the figure as the average Value-at-Risk over the six most commonly used risk methods, expressed in national currency units of a portfolio with a value of 1000. The forecasts are one trading into the future from the last observation, i.e. for 2018-08-20 Bitcoin, USD/EUR, JPY/EUR, GBP/EUR, CHF/EUR. 2018-08-21 FTSE, SP-500.

Market cap

Risk over time

Average risk over the past month, quarter and year. Market cap

Model risk for VaR

The risk according to each model, and hence captures model risk as shown here

Market cap

It may be more clear with log on the y-axis, even if it seen as bad practice to have bar plots with log axis.

Market cap