Events

Qontigo have developed granular and factor-based fixed income risk models based on a rich set of robust, issuer-specific credit spread term structures and a proprietary issuer-classification algorithm. Following a brief summary of the underlying data components, David Antonio will review the risk model construction and discuss the merits of both approaches, and comparisons with other more traditional approaches.

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.

With sky high market uncertainty forcing practitioners to reexamine their risk management practices, Omega Point's 'Best Practices in Hedging' webinar series is designed to help investment management organizations better equip themselves to meet today's increasingly complex market challenges head-on.

Equity markets may have largely recovered in the third quarter, but our analysis shows that volatility remains elevated in many of the underlying components of risk.  In this webinar we will do a deep dive into those elements that define and are driving the current risk environment.

How do you identify SDG investments and what are Sustainable Development Investments? We tackle these questions and more with the Sustainable Development Investments Asset Owner Platform (SDI AOP), comprised of four leading global asset owners: APG, AustralianSuper, British Columbia Investment Management Corporation and PGGM.

Large-scale bond purchases by the world’s major central banks kept sovereign yields within tight ranges close to or below zero throughout the second quarter of 2020, despite extensive fiscal rescue packages.

In this webinar, Christoph Schon demonstrated how quantitative tools, such as factor risk models and stress tests, can be used to make sense of the recent market environment.

Although equity markets seem to have recovered much of the ground they lost in Q1, volatility remains high, certain style factors have been behaving “badly” and dispersion of risk and return across countries and currencies is widening.

Although equity markets seem to have recovered much of the ground they lost in Q1, volatility remains high, certain style factors have been behaving “badly” and dispersion of risk and return across countries and currencies is widening.

We all know we are living through unprecedented times. But how different is the current crisis from similar episodes in the past? In this webinar, Qontigo’s Christoph Schon demonstrates how quantitative tools, such as factor risk models and stress tests, can be used to make sense of the recent market environment.

Stress testing has long been a powerful arrow in the hedge fund and asset manager’s quiver to test how their portfolios may react in extreme market, geopolitical or macro-economic events.

Implementing tax-managed investment strategies is no small feat. Wealth managers, direct indexers and tax-sensitive investors have many complicated challenges to trade-off in order to adhere to client-specific mandates and exhibit strong tax alpha.