Webinars

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.

Qontigo’s David Antonio joins Charles River product experts Shashi Mahadik and Jared Martin to discuss our partnership and ways that investment firms and asset owners can leverage the Axioma Factor-based Fixed Income Risk Model to gain clearer insights into the drivers impacting portfolio performance.

The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.

Volatility has calmed considerably, compared with a year—and even six months—ago. Predicted market, currency, country, industry, and factor risks are almost all at the low ends of their 12-month ranges. In addition, many factors are behaving “as expected”, after having defied long-term expectations for a year or more. In this webinar, we delve into the current state of risk—as we attempt to determine if the “new normal” is, in fact, the “old normal”.

With rising inflation concerns and the future of long-term interest rates top of mind for investors, the macroeconomy has been dominating financial headlines. Fundamental managers may be feeling these meaningful market shifts in their portfolios, but still may find it challenging to translate these macroeconomic factors to quantifiable - and actionable - insights... until now!

In this webinar, Christoph Schon, CFA, will demonstrate how a stress-testing framework can be used to support the decision whether to hedge one’s currency exposure when investing abroad, depending on expected returns and cross-asset correlations.

Join us for an in-depth partnership discussion on the creation and usage of the recently launched iSTOXX® Northern Trust Climate ESG Indices – that address two challenges that professional investors are dealing with in this low yield, high volatility market.

The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.

Join Christoph Schon in this webinar to hear how changes in cross-asset interactions affected the risk of global multi-asset class portfolios.

In this webinar, Head of Applied Research Christoph Schon proposes a stress-testing framework, which can help investors with the decision on whether “to hedge or not to hedge”, depending on their assumptions on expected returns and cross-asset correlations.

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.

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.