20 The 10 Minute Risk Management Workflow скачать в хорошем качестве

20 The 10 Minute Risk Management Workflow

Fernando Hernandez here. Let me show you a complete risk management workflow you can execute in just ten minutes - perfect for weekly monitoring. Minute 1-2: Load your portfolio in B23 and verify current data. Check cells B30 and B31 for date range coverage. Scan B34 and B35 for error counts - high numbers indicate data quality issues requiring attention. Minute 3-5: Run your standard Monte Carlo simulation. Click "Simulate with Forecasting Method" with 10,000 iterations for weekly monitoring. While it runs, review last week's results for comparison. Minute 6-7: Analyze the Histogram worksheet. Note your 95% VaR and Expected Shortfall. Are they within your risk tolerance? If VaR increased more than 20% week-over-week, investigate what changed. Minute 8-9: Quick marginal risk check. Even without full marginal analysis, review your top three positions. Are they still appropriate given market conditions? Check sector concentrations in your Inventory summary. Minute 10: Document key metrics in your risk log. Date, VaR, Expected Shortfall, any notable changes. This creates your audit trail and helps identify trends over time. For monthly deep dives, expand this workflow: run marginal risk analysis for complete attribution, generate tornado charts for visualization, execute model comparison to verify your forecasting method remains optimal, run stress tests to confirm crisis preparedness, and generate AI reports for stakeholder communication. The key principle: frequent light monitoring catches problems early. Monthly deep analysis validates your overall approach. Quarterly reviews include walk forward testing and model validation. This systematic approach transforms risk management from reactive to proactive. You're monitoring continuously, investigating anomalies immediately, and validating periodically. Ten minutes weekly prevents the crisis that requires ten hours to resolve. Make this workflow your standard practice, and you'll consistently stay ahead of portfolio risks before they become portfolio losses.