Research Area
Risk & Scenarios for family offices
Make assumptions, shocks and model limitations visible before they influence a decision.
The central question
Which assumptions matter most when conditions change?
Portfolio Stress Testing That Leads to Decisions
Build transparent adverse scenarios, separate valuation losses from funding demands, and assign responses to the vulnerabilities revealed.
Risk Budgeting Beyond Portfolio Weight Percentages
Translate family risk tolerance into measurable limits while distinguishing capital weights, volatility contributions, and funding risk.
Scenario analysis for a family's full balance sheet
Design coherent stresses that connect portfolio losses, operating-business exposure, collateral, commitments, and available liquidity.
Model validation beyond a passing backtest
Separate reproducibility, causal data checks, statistical challenge, and implementation feasibility before a committee relies on a model.
Connect the assumptions.
The same spending requirement can imply different decisions when the time horizon, business exposure or ability to raise cash changes.
Use the reference models and worked cases to make those differences explicit.