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risk model equity risk var regime switching risk correlation variance tracking error credit risk volatility multi-factor model risk management forecast risk property risk enterprise risk derivatives liquidity agent based models of financial markets infrastructure multi asset class risk model private equity chief risk officer asset allocation currency credit rating appraisal risk modeling assumptions disadvantages macro cross-sectional time-series statistical hybrid model advantages fundamental turbulent regimes mahalanobis distance support vector machines artificial immune system adaptive risk modeling artificial intelligence single pass clustering radial basis functions behavioural finance cross-sectional volatility fixed interest risk implied volatility dispersion short term risk heteroskedasticity default probability merton moodys kmv fixed income option delta sovereign debt esg composite hedge multi-asset class risk expected life beating the bond market with no skill default correlation minimum variance implied life sustainability contingent claims sri time-varing volatility flexible regression artificial immune systems factor analysis time-series analysis social network analysis principle component analysis learning algorithms cluster analysis hybrid models flexible least-squares regression markov time-varying correlation adaptive factor models implied correlation multi asset class risk volatility forecasting intra-horizon risk fixed income risk mac regime non stationary processes value premium