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

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 Risk^TM. 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, Head of Customer Experience Group Qontigo

Presenters:

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