Risk Lab

This page is still under construction. However, I provide an early visual analysis of the Covid-19 effects on global financial markets.

Covid-19 Cases and Deaths in the World

New Deaths and New Cases per Continent

Percentage of Positive Covid-19 Tests

New Cases and Deaths of Covid-19

Top 10 Most Affected Countries

Index Price and Annualized Volatility Since January 2000

An Inside Look of the Volatility across Sectors in the US Market

10 Biggest One-Day Point Losses between Jan-2000 to June 5, 2020

10 Worst Losses Estimated using Value-at-Risk (VaR) and Expected Shortfall (ES) between January 2000 to June 5, 2020

Both risk measures are estimated using a probability of 99% and based on a portfolio worth $ 1,000.-

Volatility Spillover

More information will be forthcoming.

Last Update: October 17, 2020.