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Dissecting a Post-Covid-19 World with a Sharp Risk Model

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October 28, 2020

10:00 AM HKT / 11:00 AM JST

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. We will also use the stress testing capabilities of Axioma Risk to estimate the impact of several future scenarios on equity and multi-asset class portfolios via several what-if possibilities that are top-of-mind for investors today given the geopolitical situation.

Register here.