Events

Foreign exchange rates can be very volatile, and investors looking to bet on markets outside their own base currency need to decide whether to embrace or mitigate the additional risk. Depending on the correlations with other asset classes, FX rate fluctuations can either amplify, dampen, or potentially even reverse local-market returns. Using FX forwards or options can eliminate part of the uncertainty, but they can also limit the potential upside from a foreign currency appreciation perspective.

Join Christoph Schon in this webinar to hear how changes in cross-asset interactions affected the risk of global multi-asset class portfolios.

Rodolphe Bocquet, Qontigo's Global Head of Sustainable Investment, will be joining a panel discussing about: "Will Intelligent ESG and sustainable investing become the new norm and could the pandemic be a turning point?

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. We will decompose market risk for equities, fixed income, and multi-asset class markets using Qontigo’s fundamental multi-factor risk models, and take a look at how they have shaped investor sentiment in the previous three months.

After a tumultuous 2020, one might have hoped that the volatility rollercoaster would have ended, or at least slowed down. Instead, the ride has continued into the first quarter of 2021, with substantial sector and style reversals connected to expectations for higher interest rates and inflation, views that we have not seen in quite some time.

Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons.

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.

In this webinar, Christoph Schon will use Axioma’s new Factor-based Fixed Income Risk Model to demonstrate that while sectors do play a role in credit investment management, they do so to a much lesser extent than one might expect.

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.

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.