📉  Risk Forecast

Risk Forecast#

A forward-looking estimate of potential loss or adverse outcomes.

Important

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What it is#

A risk forecast predicts a risk measure — most often VaR or Expected Shortfall — for a future period. Because VaR is a quantile, forecasting it means forecasting the \(\tau\)-quantile of future returns given today’s information; the quantity is unobserved and estimated ahead of time.

How it’s done#

Methods forecast the future return distribution (or just its scale): GARCH-family volatility models (forecast the variance, then scale a distributional quantile), historical simulation, Extreme Value Theory for the far tail, quantile regression, and hybrids of these.

How it’s judged#

By backtesting: over a long out-of-sample run, the fraction of days the loss breaches the forecast VaR should match the stated level (about 1% of days for 99% VaR). Too many breaches means risk was under-forecast. This discipline is vital for banks, risk managers and regulators.


Theme: Risk & Probabilistic Forecasting  ·  All terminology



See also

Source article Adapted (context, re-expressed) in our own words from: Risk Forecast (insightful-data-lab.com).

Tags: purpose: reference topic: terminology level: advanced