Since early 2025, HID Fund has been using a new risk assessment and management model aimed at more accurately calibrating its investment portfolio in the context of a volatile global economy.
The updated approach combines quantitative stress testing methods, scenario analysis, and a dynamic exposure adjustment system. The model is based on a matrix that incorporates macroeconomic, industry, and operational factors that influence investment strategies. This allows the fund to adapt risk levels depending on the market phase and the characteristics of each sector.
The new system has been tested on historical data, including periods of high volatility, and has demonstrated the robustness of the models. An internal ESG risk assessment protocol has also been implemented, allowing reputational and social parameters to be taken into account alongside financial ones.
The updated model has already been integrated into decision-making processes and is reflected in the fund's current investment strategy.
