About this site

This website collects daily market risk forecasts for a range of equities, indices, foreign exchange rates and commodities. The analysis includes not only daily value-at-risk and expected shortfall, but also model risk and extreme risk, shown as the worst expected loss every quarter-century. For more details on the empirical methodology,  see the technical details page.


Extreme Risk. Daily Market Risk Forecasts
Real-time market risk analysis and forecasts for global financial markets
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