History driven RISK SYSTEMS
That exist today are obsolete.
Changes everything
see below for more detail
New Products:
Risk Systems That Read®
Risk Systems That Read augments Northfield’s already comprehensive models to deliver a more accurate and detailed understanding of risk. It offers the statistical stability of a long-term model forecast enhanced by rapid adaptation to changing market conditions, over a very broad range of asset coverage.
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Essays & Commentaries:
What Investors with (and without) Russian Exposure Need to Know
All Essays
Important Announcements:
Leif Andersen Selected as the Recipient of the 2023 IAQF/Northfield Financial Engineer of the Year Award
Read the Press Release
Introducing Nexus - Cloud-Based Access (with API) to All Northfield Analytical Software Applications Is Open for Business
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Northfield Has Completed an Important Milestone!:
The Everywhere in Everything, Everywhere is Realized
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The Northfield/CQF Video Course on Investment Risk is Now Available
A ten episode educational video series produced by Northfield and the CQF Institute. Hosted by Dan diBartolomeo.
Watch the Course
Research Webinar - US Sovereign Debt Default
Risk in a Higher Interest Rate Environment
April 30, 2024 - 11:00 AM EDT
Presented by Presented by Emilian Belev, CFA, ARPM,
Northfield's Director, ERM Analytics
Register Now
Research Webinar - Drawdown Betas Measuring Drawdown Risk and Portfolio Optimization
May 9, 2024 - 11:00 AM EDT
Presented by guest speaker Stan Uryasev, Professor and Frey Family Endowed Chair of Quantitative Finance at the Stony Brook University.
Register Now
Save the Date - Newport Summer
Research Seminar
June 12, 2024
International Tennis Hall of Fame
Newport, Rhode Island
Registration Opens Soon