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correlation-risk

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# Correlation Risk Analysis

> Regime-dependent correlation, diversification failure, dynamic correlation models, and correlation trading strategies.

## When to Activate

- User analyzes portfolio diversification and correlation assumptions
- Correlation breakdown during market stress events
- Dynamic correlation modeling with DCC-GARCH or similar
- Correlation trading strategies (dispersion, correlation swaps)
- Risk model validation where correlation assumptions drive results
- Multi-asset portfolio construction sensitive to correlation estimates

## Core Concepts