I'm currently searching material about market risk and I learned about coherent risk measures, VaR, CVaR (or expected shortfall), volatility.

All that because I have to make a Financial Risk Area for the company in which I work. My doubt is: Is it typical of my area to show the portfolio manager how to optimize his portfolio (mean variance approach and stochastic dominance) in terms of risk or is it just my job to show some tools that could be used?

I understand there is a difference between risk measures and risk management but I have to show them how to mitigate some risks? Or just tell them some tools?

Sorry if my question is too broad but I read alot about risk measures but could not find a lot of what a risk analyst should do.

  • $\begingroup$ You should likely do both if you can. You can ask the managers what they want, it shouldnt be too long question. $\endgroup$
    – emcor
    Dec 5, 2014 at 22:29


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