Webinars

Join Christoph Schon in this webinar to hear how this year’s surge in inflation and monetary-policy expectations has affected the risk of global multi-asset class portfolios and what is in store for 2023.

This webinar is geared to help portfolio managers, risk managers, asset owners and others start to prepare for upcoming year-end portfolio reviews by providing an analysis of the risk environment and its effects that drove portfolio and benchmark performance during the year. We hope you will join us.

In this webinar we will take a look back at how the events of 2022 have shaped markets and defined the risk landscape that investors have had to navigate. We will look forward and project into 2023 what are the key risk events for investors to keep an eye on and how those events can be managed from a risk point of view. We will present insights from multiple sources; volatility, factors, sentiment, and the derivatives market.

This webinar will address the outlook for the strategies amid the volatility we’ve seen in 2022 and explore the reasons why many thematic funds have continued to attract inflows despite the current market conditions.

In this webinar, FlexTrade and Qontigo to learn how the Axioma Equity Factor Risk Model integration framework puts real-time factor analytics at portfolio managers and traders' fingertips, enabling a streamlined workflow for instantaneous analysis and modeling within the FlexONE OEMS.

This webinar will address the outlook for the strategies amid the volatility we’ve seen in 2022 and explore the reasons why many thematic funds have continued to attract inflows despite the current market conditions.

Charles River’s Shashi Mahadik and Chiara de Biase will be joined by Qontigo’s Pam Vance for their next Explore & Learn webinar where they’ll discuss and demonstrate Qontigo’s Axioma Portfolio Optimizer in Charles River IMS.

In this webinar we will analyze recent market events through the lens of our fundamental factor risk models to identify key drivers of risk and return in global markets. Additionally, we will look at how investor sentiment has changed during this past quarter, where it is now, and how it is affecting portfolio construction for investors in light of the macroeconomic and geopolitical uncertainties. We will present insights from multiple sources; volatility, factors, sentiment, and the derivatives market.

In this webinar, we will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. We will also build hedged portfolios and assess performance attribution.

In this webinar we will review a flexible approach to measure the risk profile of a credit portfolio and understand the true sources of risk. We will perform robust scenario analysis to analyze how a credit portfolio is likely to perform relative to its performance benchmarks and key peers.

In this webinar we will examine an index replication use case and compare characteristics matching strategies versus risk model-based optimization strategies. We will also review the resulting tracking error and stress test the replicated portfolios.

Please join us for a discussion of the risk environment, style factor returns, correlations, and other related topics in our Quarterly Insight webinar.