Events

Join the sharpest and most creative minds in finance to expand your knowledge today and prepare for tomorrow. Together, we’ll share ideas, learn from each other, and build this industry into a community.

This webinar is geared to help portfolio managers, risk managers, asset owners and others understand the risk environment and its impact on portfolio and benchmark performance during the year. We hope you will join us.

Join Christoph Schon in this webinar to hear how this year’s surge in inflation and monetary-policy expectations has affected the risk of global multi-asset class portfolios and what is in store for 2023.

This webinar is geared to help portfolio managers, risk managers, asset owners and others start to prepare for upcoming year-end portfolio reviews by providing an analysis of the risk environment and its effects that drove portfolio and benchmark performance during the year. We hope you will join us.

This webinar will address the outlook for the strategies amid the volatility we’ve seen in 2022 and explore the reasons why many thematic funds have continued to attract inflows despite the current market conditions.

In this webinar we will take a look back at how the events of 2022 have shaped markets and defined the risk landscape that investors have had to navigate. We will look forward and project into 2023 what are the key risk events for investors to keep an eye on and how those events can be managed from a risk point of view. We will present insights from multiple sources; volatility, factors, sentiment, and the derivatives market.

In this webinar, we will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. We will also build hedged portfolios and assess performance attribution.

In this webinar, FlexTrade and Qontigo to learn how the Axioma Equity Factor Risk Model integration framework puts real-time factor analytics at portfolio managers and traders' fingertips, enabling a streamlined workflow for instantaneous analysis and modeling within the FlexONE OEMS.

In this webinar we will review a flexible approach to measure the risk profile of a credit portfolio and understand the true sources of risk. We will perform robust scenario analysis to analyze how a credit portfolio is likely to perform relative to its performance benchmarks and key peers.

Charles River’s Shashi Mahadik and Chiara de Biase will be joined by Qontigo’s Pam Vance for their next Explore & Learn webinar where they’ll discuss and demonstrate Qontigo’s Axioma Portfolio Optimizer in Charles River IMS.

This webinar will address the outlook for the strategies amid the volatility we’ve seen in 2022 and explore the reasons why many thematic funds have continued to attract inflows despite the current market conditions.

In this webinar we will examine an index replication use case and compare characteristics matching strategies versus risk model-based optimization strategies. We will also review the resulting tracking error and stress test the replicated portfolios.