Aaron Brown: to learn how to handle a crisis, create one

Scenario analysis still isn’t taken seriously; it should be, says AQR’s former risk chief

Pandemic effects

Back in 2018, Aaron Brown ran a pandemic scenario for a major financial institution. The exercise involved a disease that would spread like flu and kill like smallpox. It wasn’t so far off what is happening now.

Brown, one of the best-known figures in risk management, does not claim to have seen Covid coming, or even to have seen a pandemic coming. But pandemics are something he has thought about a lot, and he thinks the current crisis shows why scenario analysis exercises such as the one he

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here