This website collects daily market risk forecasts for a range of equities, indices, foreign exchange rates and commodities. The analysis includes not only daily value-at-risk and expected shortfall, but also model risk and extreme risk, shown as the worst expected loss every quarter-century. For more details on the empirical methodology, see the technical details page.
About this site
Extreme Risk. Daily Market Risk Forecasts
Real-time market risk analysis and forecasts for global financial markets© All rights reserved, Jon Danielsson,