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.

February 17, 2021    4:00 p.m. (GMT) | 11:00 a.m. (ET)

Sector-allocation decisions form an integral part of many equity and fixed income investment processes, but their significance is very different in both asset classes. While the divergences in regional stock-market returns in 2020 were largely due to the different sector makeups of the respective benchmark indices, the corresponding credit-market performances were much more consistent across the globe.

February 11, 2021 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

The extraordinary market movements of 2020 had a considerable impact on the correlations between major asset classes. Some long-established interactions decoupled or even (temporarily) reversed, while others remained remarkably stable and sometimes intensified as the crisis unfolded. In this webinar, Christoph Schon will take a closer look at these relationships and examine how they affected the risk of a global multi-asset class portfolio. He will also explore potential implications for hedging and diversification strategies in the year ahead.

February 18, 2021 – 10:00 a.m. (HKT)

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.

This webinar will focus on how investors can handle – and build on – this momentum to enhance their strategies and further help combat climate change in 2021.

January 20, 2021 – 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.