May 12, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)

A rise in inflation expectations above the Federal Reserve’s 2% target in the first quarter of 2021 triggered a sudden surge in long-term Treasury yields, which had been trading in relatively narrow ranges for most of 2020. It also led equity investors to re-evaluate their interest rate expectations, resulting in (temporary) halt of the spectacular stock market recovery. The dollar also began to strengthen once more on the prospect of higher rates and a widening economic growth differential with the rest of the world. Join Christoph Schon in this webinar to hear how these changes in cross-asset interactions affected the risk of global multi-asset class portfolios.

May 19, 2021 – 4:00 p.m. (BST) | 11:00 a.m. (ET)

Foreign exchange rates can be very volatile, and investors looking to bet on markets outside their own base currency need to decide whether to embrace or mitigate the additional risk. Depending on the correlations with other asset classes, FX rate fluctuations can either amplify, dampen, or potentially even reverse local-market returns. Using FX forwards or options can eliminate part of the uncertainty, but they can also limit the potential upside from a foreign currency appreciation perspective.

April 20, 2021 – 10:40 (BST) | 11:40 (CET)

Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “Will Intelligent ESG and sustainable investing become the new norm and could the pandemic be a turning point?”

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.

After a tumultuous 2020, one might have hoped that the volatility rollercoaster would have ended, or at least slowed down. Instead, the ride has continued into the first quarter of 2021, with substantial sector and style reversals connected to expectations for higher interest rates and inflation, views that we have not seen in quite some time. In this webinar, we will discuss market volatility and its drivers, drill down into factor performance and analyze other aspects of the market environment through a risk-focused lens.

March 17, 2021    3:00 p.m. (GMT) | 11:00 a.m. (ET)

Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons.

In this webinar, David Antonio will present a top 10 rundown of these challenges and the solutions designed to address them, including outlier detection and removal, technology used for speed, and how to fit a curve with just one bond.