Webinars

Using Axioma Risk to Analyze a Multi-Strategy Portfolio with a Factor and Stress Test Approach

View Recording >
Date
November 16, 2020

Time
4:00 p.m. (GMT) | 11:00 a.m. (ET)

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.

In this webinar, we will show you how to obtain consistent portfolio risk analytics, mitigate risk and facilitate operational efficiencies on a single, cross-asset platform using Axioma RiskTM. Learn how to:

  • Identify key factors of portfolio risk and drivers behind day-to-day risk change
  • Run scenario analysis and stress tests
  • Use what-if analysis for hedging
  • Diagnose how well portfolios weather stress events

Moderator:

Chris-Canova_cir-300 Chris Canova, Head of Customer Experience Group
Qontigo


Presenters:

Ping-Jiang_cir-300 Ping Jiang, Head of Multi-Asset Solutions, Americas
Qontigo
Vishnu-Anand_cir-300 Vishnu Anand, Executive Director, North American Pre-Sales and Implementation
Qontigo