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.

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

Qontigo has developed granular and factor-based fixed income risk models based on a rich set of robust, issuer-specific credit spread term structures and a proprietary issuer-classification algorithm.

October 28, 2020

In this webinar we will use the Axioma Factor-based Fixed Income Risk Model and our suite of fundamental equity factor risk models to dissect the impact of policy responses to the Covid-19 pandemic on investors, and analyze their preferences and expectations. We will then use these insights to infer what lies ahead for markets in Q4 2020 and beyond.

October 13, 2020

With sky-high market uncertainty forcing practitioners to reexamine their risk management practices, Omega Point’s ‘Best Practices in Hedging’ webinar series is designed to help investment management organizations better equip themselves to meet today’s increasingly complex market challenges head-on.

October 7, 2020

Equity markets may have largely recovered in the third quarter, but our analysis shows that volatility remains elevated in many of the underlying components of risk.  In this webinar we will do a deep dive into those elements that define and are driving the current risk environment.