Join the Qontigo Applied Research team as we review the key drivers of risk in the previous quarter and draw insights into what might be in store for investors in the next quarter. We will decompose market risk for equities, fixed income, and multi-asset class markets using Qontigo’s fundamental multi-factor risk models, and take a look at how they have shaped investor sentiment in the previous three months. Our goal will be to identify which risks paid-off, which ones didn’t and if investors are changing their minds about what has been working for them in the recent past versus what they believe will work for them in the near future.

Qontigo’s David Antonio joins Charles River product experts Shashi Mahadik and Jared Martin to discuss our partnership and ways that investment firms and asset owners can leverage the Axioma Factor-based Fixed Income Risk Model to gain clearer insights into the drivers impacting portfolio performance.

June 16, 2021 – 9:00 (BST) | 10:00 (CET)

Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “The next chapter of the Sustainable Finance Disclosures Regulation (SFDR) story…key outcomes for investment”

The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.

Volatility has calmed considerably, compared with a year—and even six months—ago. Predicted market, currency, country, industry, and factor risks are almost all at the low ends of their 12-month ranges. In addition, many factors are behaving “as expected”, after having defied long-term expectations for a year or more. In this webinar, we delve into the current state of risk—as we attempt to determine if the “new normal” is, in fact, the “old normal”.

With rising inflation concerns and the future of long-term interest rates top of mind for investors, the macroeconomy has been dominating financial headlines. Fundamental managers may be feeling these meaningful market shifts in their portfolios, but still may find it challenging to translate these macroeconomic factors to quantifiable – and actionable – insights… until now!