BVI Webinar – Identifying Portfolio’s Exposures To Macroeconomic Risks With Macro Projection Models

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.

Qontigo’s Macroeconomic Projection Model offers a unique way to identify an index or a portfolio’s exposures to macroeconomic factors, while maintaining the structure and benefits of a more traditional fundamental equity factor risk model. In this webinar we will discuss the benefits of this approach, which allow the user to see a traditional risk forecast, while at the same time gaining a better understanding of how these and other kinds of economic changes may have impacted returns, along with how dampening the exposures may help in the future.

Melissa R. Brown
Managing Director, Applied Research
Qontigo