Gaining Clearer Risk Insights with Qontigo’s Fixed Income Analytics and Charles River®
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.
Macro Matters, Even for Fundamental Managers: Using Risk Models to Measure Macroeconomic Risk
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!
Responsible Investor Europe 2021
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
CFA Webinar – Wednesday webinar at one: How to use a stress test to support FX hedging decisions
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.
IPE Webinar – What Gets Measured Gets Done
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.
BVI Webinar – Identifying Portfolio’s Exposures To Macroeconomic Risks With Macro Projection Models
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.
To Hedge or Not to Hedge? How to Use a Stress Test to Get Answers
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.
Alpha Summit by CFA Institute
Qontigo are a proud sponsor of the Alpha Summit by CFA Institute
ESG & Sustainable Investing
Rodolphe Bocquet, Qontigo's Global Head of Sustainable Investment, will be joining a panel discussing: Can ESG principles ever be fully standardardised?
Qontigo Insight™ Quarterly Multi-Asset Risk Review
Join Christoph Schon in this webinar to hear how changes in cross-asset interactions affected the risk of global multi-asset class portfolios.
Sustainable Investment Forum Europe 2021
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?
Qontigo Insight™ Quarterly Risk Review, APAC
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.
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