Risk management
The art and science of risk management aims to assess the probability that the outcome is below expectations together with the value that is
destroyed if and when such an adverse outcome occurs.
Strategus calculates downside risk -- and upside potential -- from a thorough analysis of the probability distribution of outcomes.
The results are used e.g. to estimate value-at-risk and expected shortfall in market risk management and probabilities of default for credit ratings.
To read more about this approach, download the fact sheet: