Most Recent News & Research
The Construction and Application of Data-Driven Fixed Income Risk Models
Qontigo have developed granular and factor-based fixed income risk models based on a rich set of robust, issuer-specific credit spread term structures and a proprietary issuer-classification algorithm. Following a brief summary of the underlying data components, David Antonio will review the risk model construction and discuss the merits of both approaches, and comparisons with other more traditional approaches.
Dissecting a Post-Covid-19 World with a Sharp Risk Model
In this webinar we will use the Axioma Factor-based Fixed Income Risk Model and our suite of fundamental equity factor risk models to dissect the impact of policy responses to the Covid-19 pandemic on investors, and analyze their preferences and expectations. We will then use these insights to infer what lies ahead for markets in Q4 2020 and beyond.
Partner Webinar: Omega Point’s Best Practices in Hedging: Simulation and Testing of Your Hedging Strategies
With sky high market uncertainty forcing practitioners to reexamine their risk management practices, Omega Point’s ‘Best Practices in Hedging’ webinar series is designed to help investment management organizations better equip themselves to meet today’s increasingly complex market challenges head-on.
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