Events

In this webinar, you will hear from market participants as they reflect on the latest developments of a common taxonomy and initiatives like the Sustainable Finance Disclosure Regulation (SFDR).

FactSet and Qontigo invite you to learn more about how a Global Linked Model can enable collaborative portfolio construction and risk management conversations, when both regional investment decisions and global risk and hedging are at stake.

In this webinar, we will discuss elements of market risk, style factor performance and volatility, and other drivers of portfolio volatility that will help portfolio managers and asset owners understand the risk environment that drove their performance in the third quarter and make more-informed decisions in the current environment.

This conference will discover how senior asset managers in the UK and the rest of Europe are optimizing their strategies and performance mid- and post-crisis.

Saumya Mehrotra, Qontigo's Associate Principle of Sustainable Investment, will be joining a panel discussing: Benefits and shortcomings of forward scenario risk analysis- a holistic approach to strategy and impact assessment?

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.

Join Christoph Schon in this webinar to hear how ongoing inflation concerns and the resulting co-movement of stock and bond markets affected the risk of global multi-asset class portfolios.

Volatility has calmed considerably, compared with a year—and even six months—ago. Predicted market, currency, country, industry, and factor risks are almost all at the low ends of their 12-month ranges. In addition, many factors are behaving “as expected”, after having defied long-term expectations for a year or more. In this webinar, we delve into the current state of risk—as we attempt to determine if the “new normal” is, in fact, the “old normal”.

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. Our goal will be to identify which risks paid-off, which ones didn’t and if investors are changing their minds about what has been working for them in the recent past versus what they believe will work for them in the near future.

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!