Events

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.

Join Qontigo, CRD and F2 Strategy to discuss market dynamics driving portfolio customization and new ways that technology and data integration are being used at scale for both mass affluent and complex HNW portfolios.

In this webinar we will discuss the themes and trends of the year, with the goal of explaining the risk environment in which we were all investing.

Join us as we (virtually) bring together industry experts, practitioners and policymakers for a mix of thought-proving discussions and presentations.  

The availability of listed and centrally cleared ESG derivatives allows investors to manage and hedge ESG portfolios in an efficient and principles-compliant way while ensuring liquidity on-screen and lower trading costs.

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.