Webinars

The extraordinary market movements of 2020 had a considerable impact on the correlations between major asset classes. 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.

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, with a focus on the Asia-Pacific region.

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.

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.

In this webinar, we take a deep analytical dive into what happened to risk and its components this year, providing illuminating insights into the enormous impact these issues had on investors.

In this webinar we will discuss the themes and trends of the year, with the goal of explaining the risk environment in which we were all investing.

Join Qontigo, CRD and F2 Strategy to discuss market dynamics driving portfolio customization and new ways that technology and data integration are being used at scale for both mass affluent and complex HNW portfolios.

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.

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.

Qontigo have 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.

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.

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.