January 20, 2020 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

Style-factor risk premia have been well-documented (and harvested) in the equity world for decades, but they have proven a lot more elusive for bonds. In this webinar, Christoph Schon will demonstrate how a robust, issuer credit curve-based framework can be used to identify style factors – such as (low) beta, value, and momentum –all of which carry discernible premia. He will examine each factor in detail and provide an intuitive explanation behind their respective performances.

January 12, 2020 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

The COVID crisis. Brexit fears. The US presidential election. And more…

The result? 2020 saw soaring—and then plunging—benchmark risk. A waxing and waning dominance of FAANG stocks. Abrupt and unexpected changes in active risk. And disappointing factor performance. While markets calmed by Q4, the underlying dynamics did not.

In this webinar, we take a deep analytical dive into what happened to risk and its components this year, providing illuminating insights into the enormous impact these issues had on investors.

December 17, 2020 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

The unique challenges in 2020 – on our health, mobility, economies, etc., accompanied by election uncertainties, Brexit and other events – had wide-ranging impact on equity markets. Volatility skyrocketed and then fell back to earth and correlations between risk factors changed substantially, making portfolio risk management unusually difficult and active performance challenging. In this webinar we discussed the themes and trends of the year, with the goal of explaining the risk environment in which we were all investing.

Join Qontigo, CRD and F2 Strategy to discuss market dynamics driving portfolio customization and new ways that technology and data integration are being used at scale for both mass affluent and complex HNW portfolios.

November 16, 2020 – 4:00 p.m (GMT) | 11:00 a.m. (ET)

Whether you are a multi-strategy hedge fund or asset manager running absolute return strategies, your firm’s risk needs are many – from monitoring risk across numerous portfolio managers using different reporting tools to lack of control and flexibility over your risk measurements.

November 19, 2020 – 3.00 p.m. (CET) | 9.00 a.m. (ET)

The availability of listed and centrally cleared ESG derivatives allows investors to manage and hedge ESG portfolios in an efficient and principles-compliant way while ensuring liquidity on-screen and lower trading costs.