Events

The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.

Qontigo’s David Antonio joins Charles River product experts Shashi Mahadik and Jared Martin to discuss our partnership and ways that investment firms and asset owners can leverage the Axioma Factor-based Fixed Income Risk Model to gain clearer insights into the drivers impacting portfolio performance.

With rising inflation concerns and the future of long-term interest rates top of mind for investors, the macroeconomy has been dominating financial headlines. Fundamental managers may be feeling these meaningful market shifts in their portfolios, but still may find it challenging to translate these macroeconomic factors to quantifiable - and actionable - insights... until now!

Rodolphe Bocquet, Qontigo's Global Head of Sustainable Investment, will be joining a panel discussing about: The next chapter of the Sustainable Finance Disclosures Regulation (SFDR) story...key outcomes for investment

In this webinar, Christoph Schon, CFA, will demonstrate how a stress-testing framework can be used to support the decision whether to hedge one’s currency exposure when investing abroad, depending on expected returns and cross-asset correlations.

Join us for an in-depth partnership discussion on the creation and usage of the recently launched iSTOXX® Northern Trust Climate ESG Indices – that address two challenges that professional investors are dealing with in this low yield, high volatility market.

The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.

In this webinar, Head of Applied Research Christoph Schon proposes a stress-testing framework, which can help investors with the decision on whether “to hedge or not to hedge”, depending on their assumptions on expected returns and cross-asset correlations.

Qontigo are a proud sponsor of the Alpha Summit by CFA Institute

Rodolphe Bocquet, Qontigo's Global Head of Sustainable Investment, will be joining a panel discussing: Can ESG principles ever be fully standardardised?

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?