投资组合 风险管理: VaR、压力测试、AI 尾部风险 分析

Understanding portfolio risk goes beyond standard deviation. Our AI at AI-Stock-Predictions.com employs advanced risk models including Value at Risk, Expected Shortfall, and scenario-based stress testing.

Beyond Traditional VaR

Parametric VaR assumes normal distributions, which underestimate tail risk. Our models use historical simulation, Monte Carlo methods, and extreme value theory for more accurate risk estimates.

Stress Testing

We simulate your portfolio's performance under historical crisis scenarios (2008 GFC, 2020 COVID crash, 2022 rate shock) and hypothetical scenarios (50% oil spike, Taiwan conflict, USD crisis).

Correlation Breakdown Risk

Diversification benefits disappear in crises as correlations spike. Our AI models time-varying correlations and estimate portfolio risk under stress regimes.

Risk Dashboard

Monitor portfolio risk in real time at AI-Stock-Predictions.com.