Helping financial firms find revenue in the next regime.
Client needs and Markets are shifting. We help you sync them.
Four decades across hedge funds, global banks, and institutional advisory. Former Global Head of Portfolio & Risk Advisory at Credit Suisse. Former Head of Research at 3iQ. Now delivering the macro intelligence fiduciaries need to bridge wealth to the next generation.
Full bio in Who We Are →Fee compression is restructuring the economics of financial services. Robinhood, robo-advisors, and ETFs at 1 to 2 basis points are commoditizing what firms once charged 100+ basis points to deliver. The old revenue channels are narrowing.
At the same time, inflation is eroding the value of traditional allocations. The 60/40 portfolio no longer delivers what clients expect. Younger clients are migrating to self-directed platforms. Institutional allocators are asking harder questions about value and differentiation.
Most firms are responding by cutting costs. That is a managed decline, not a strategy.
ETFs, robo-advisors, and zero-commission trading have collapsed margins on traditional products. The revenue that sustained advisory businesses for decades is disappearing.
Next-generation wealth demands transparency, speed, and digital-native experiences. The differentiator for wealth managers is the shift from the Information Age to Curated Intelligence. From a sea of data to wisdom that reaches shore.
Persistent inflation, sovereign debt concerns, and monetary regime change are breaking the assumptions embedded in traditional portfolio models. New tools are required.
Bitcoin is the best-performing asset class over the last decade. Firms that integrate it into their advisory framework gain a differentiated offering and a new revenue engine.
Across disciplines and industries, the players are converging. Risk Dimensions is at the center of this shift, attracting partners who recognize that the old model is giving way to something new.
The Opportunity: The firms that adapt will not just survive the transition. They will capture the next generation of client relationships and revenue. Risk Dimensions exists to accelerate that transition.
Institutional partners seek us out for the Strategic Verdict and the Practitioner's Perspective. From our 24/7 Intelligence Engine to onsite meetings and curated Salon Dinners, decades of experience builds the trust that drives business. We surface the information not found in the data to turn market variation into institutional certainty.
The Global Scorecard is an AI-driven macro intelligence platform that connects your firm with clients 24/7. Cross-asset research, portfolio assessment, and Bitcoin analysis, delivered under your brand. Your advisors become smarter. Your clients stay engaged.
Curated Salon Dinners and bespoke engagements that address wealth, investment strategy, and the macro landscape. High-trust, high-value settings where your most important client relationships deepen. Not conferences. Conversations.
Speaking engagements that follow our Economics, Markets, and Players verticals. Each topic is discretely researched to surface the non-intuitive, non-modelable risks, opportunities, and outcomes that traditional analysis misses. Keynotes, client events, and bespoke sessions designed to leave the room with a Strategic Verdict, not a slide deck.
A framework forged in the 2008 Global Financial Crisis and refined across four decades of markets, portfolio management & macro research.
In June of 2008, Mark stepped in as co-chair of the Investment Risk Committees for a $6B multi-strategy fund running three turns of leverage, at the precipice of the Global Financial Crisis. Fannie Mae and Freddie Mac were cracking, interbank funding was freezing, and the rules of global finance were being rewritten in real-time.
Because there was no historical data for a total systemic collapse, the team was forced to develop a comprehensive framework to assess reaction functions across three critical verticals:
The Insight: During periods of extreme dislocation, information is rarely found in the data. Models mask risk and miss opportunity because they are built on the persistence of old patterns. When those patterns break, you need a different lens.
We regularly deconstruct metrics used to gauge the state of fiscal architecture, industrial growth and employment that define the long-term regime. Our analysis spans Epochs to identify the Plimsoll Line of sovereign solvency.
We track real-time variance across 160+ assets, anchored by a 100-year empirical engine. We identify where traditional models begin to fail and where price action moves beyond the "mid-curve trap" of short-term lookbacks.
Among the three verticals, Players is the most dynamic. Policy, Innovation, War, Strategic Business Shifts are all examined discretely, but not as a system. Understanding emergent dynamics and the reaction function has been a major unlock.
Mark Connors is an investment practitioner with four decades of experience across hedge funds, global banks, and institutional advisory. Having served as Global Head of Portfolio & Risk Advisory at Credit Suisse and Head of Research at 3iQ, Mark has spent his career at the intersection of traditional risk governance and emerging market regimes.
As the founder of Risk Dimensions, he provides the institutional-grade macro intelligence required to navigate the convergence of terminal debt, demographic shifts, and accelerating tech innovation. His work is dedicated to providing fiduciaries with the Strategic Verdict needed to bridge wealth to the next generation.
Mark co-founded and managed Maystone Partners, a capital-structure arbitrage hedge fund spanning convertibles, credit, and equity derivatives. He went on to serve as Head Risk Officer at Strategic Value Partners and Head of FICC and Counterparty Risk at Diamondback Capital, overseeing multi-asset portfolios and firm-wide risk governance.
At Credit Suisse, as Global Head of Portfolio & Risk Advisory, he worked with leading multi-manager platforms on blending traditional risk models with proprietary data to improve portfolio outcomes.
As Head of Research at Digital Asset Manager, 3iQ, from March 2022 to May 2024, Mark distinguished between the bad actors (FTX) and the properly performing protocol (BTC) with messaging that spanned campaigns across the advisor network, conferences, research reports, and regular media engagements. The goal of the campaign was to re-underwrite the integrity of Bitcoin and its place in a multi-asset portfolio. This was accomplished with fundamental quantitative research in support of Bitcoin's uniquely decentralized, proof-of-work structure for both the firm's clients and broader investment community.
Yesterday's content-only approach to research limits success in a fast-moving regime. Our work extends into high-trust institutional relationships:
— Institutional Partners: Collaboration with hedge funds, wealth advisors, and family offices to harden portfolios against systemic risks like Private Debt while capturing the exponential growth of Bitcoin.
— Academic Engagement: Active guest lecturing at leading colleges and universities on the intersection of AI-driven research and macroeconomics.
— Relationship Architecture: Hosting curated Salon Dinners to facilitate the deep, qualitative discussions required to identify the information not in the data.
The content provided in The Macro Case for Bitcoin, The New Barbarians podcast, and by Risk Dimensions is for informational, educational, and entertainment purposes only. It does not constitute financial, investment, legal, or tax advice. Digital assets and cryptocurrency markets are highly volatile and carry significant risk. You should consult with a qualified professional before making any financial decisions.
Risk Dimensions partners with select companies we believe in. Some of the links provided in our content may be affiliate or referral links. If you use these links to open an account or make a purchase, Risk Dimensions may earn a commission or referral fee at no additional cost to you.