Most Recent News & Research
Top 10 Challenges of Credit Construction
Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons.
Do sectors matter in fixed income? Less than you may think…
In this webinar, Christoph Schon will use Axioma’s new Factor-based Fixed Income Risk Model to demonstrate that while sectors do play a role in credit investment management, they do so to a much lesser extent than one might expect.
Qontigo Insight™ Quarterly Multi-Asset Risk Review
The extraordinary market movements of 2020 had a considerable impact on the correlations between major asset classes. In this webinar, Christoph Schon will take a closer look at these relationships and examine how they affected the risk of a global multi-asset class portfolio. He will also explore potential implications for hedging and diversification strategies in the year ahead.
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