1. Why should I and how can I quantify risk?
- Without enough "rainy-day" capital (i.e., the "quantified risk"), Lehman Brothers went out of business in 2008.
- More "rainy-day" capital than necessary is a waste of resources.
2. How much cash do I need to survive a crisis?
- Could it be 1, 5, 10, 20% of my company's market value? Which number is optimal to just survive a crisis?
- The "quantified risk" is the amount of cash a financial institution just needs to raise if a crisis hits.
3. Why deos Yeswici has a unique computational approach to answer these questions and more?
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combines Nobel Prize winner Bob Engle's approach with Sentiment Asset Pricing Engine (SAPE) and Monte Carlo simulation to predict future scenarios in order to answer these questions.
4. Why is Yeswici uniquely qualified to do so?
- Engle's equation is our base and is not yet available in competitors' software
- SAPE is being patented by Yeswici
- is built for federal regulators' specifications (FSOC, CFTC)
- Unique Wiley book as foundation of
- Traditional estimates such as Value at Risk (VaR) to quantify the risk are also included in .
, Yeswici Derivatives Risk Management Platform 4, is a registered trademark of Yeswici LLC