Intercept: AQR’s Risk-Catching Machine

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

On a rainy day at AQR Capital Management’s offices in Connecticut, chief risk officer Mike Patchen describes his creation – the display of which occupies the entire wall of the conference room he’s sitting in.

He calls it “Intercept” – a new enterprise risk platform to help AQR identify, at any point in time, which of the risks facing the firm are elevated.

When co-founder Cliff Asness and other higher-ups at AQR decided to build an enterprise risk platform from first principles, Patchen was

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email i[email protected]