The financial crisis teaches us the vulnerability of equity portfolios to systemic risk. At MRA, we work closely with institutional investors to identify, understand, and mitigate these risks while delivering alpha generating ideas.
Risk Philosophy
Our Process
MRA’s comprehensive and proprietary risk evaluation process spans all major asset classes. First, we perform both qualitative and quantitative analysis to assess the risk environment. This process includes analyzing credit market conditions, broad economic trends, the arc of Central Bank policy, market positioning, and risk appetite. Next, we utilize deep expertise in the derivatives markets to develop option structures that most effectively express a view on risk. Our time tested, systematic approach provides clients with critical input in efficiently managing portfolio risk.
