News & Research

In risk management a lot of focus and attention is (rightly) put on models and methodologies used to compute ex-ante risk measures. And in the context of a multi-asset class universe which is vast by nature, perfect data (market data, terms and conditions provided by the user) and bug-free algorithms are not always possible. Therefore, one of the key challenges for risk managers is to ensure that any risk analytic produced is sound and reliable.

Anna Georgieva is part of the Qontigo Sustainable Investment Team. As someone who has seen firsthand the evolution of the sustainability space we sat down with Anna to get her thoughts on the intersection of financial markets and ESG and what to look out for in the coming months. 

The iSTOXX APG World Responsible Investment Indices were designed to ‘layer in’ various sustainability filters in order to measure the effect on risk and returns of each individual ESG criteria on a developed-markets global equities portfolio. Hamish Seegopaul and Yurong Gu explain how the new indices came about and discuss the value of the collaboration with the Netherlands’ APG and with BlackRock.

The results of the STOXX Global ESG Leaders Index’s annual review are out. Qontigo’s broadest benchmark tracking the highest ESG-scoring companies now comprises 410 constituents: 270 from Europe, 79 from North America and 61 from Asia/Pacific.

Retail sales increase and inflation drops—but stocks and bonds keep falling; Consumer-price surge lifts UK yields; Portfolio risk falls, as correlations weaken.

Global Markets’ style risk climbs, as total risk keeps falling; China market flat for the year-to-date; Trading activity still in a summery mood, except in Japan and China.

Qontigo announced the results of the annual review of the STOXX® Global ESG Leaders Index, which tracks the leading companies with respect to environmental, social and governance (ESG) criteria.

As the DAX indices complete the biggest reform in their three-decade history, we talk to Stephan Flaegel, Chief Product Officer, Indices and Benchmarks, at Qontigo, to hear what the new rules mean for the flagship DAX and how quality, simplicity and alignment with international standards were key drivers in the overhaul.

Ronald van Dijk, Deputy CIO at APG Asset Management, discusses how the recently launched iSTOXX APG World Responsible Investment Indices help pension funds and other investors incorporate different layers of sustainability ambitions on portfolios in an innovative, flexible and transparent way.

In our latest whitepaper, Inflation and Its Impact on the Stock-Bond Correlation, we examined the historical interaction of equity and bond-market returns over the last 60 years to identify the main triggers of shifts in their relative directions—especially situations that might prompt the two asset classes to persistently move together. We identified three possible scenarios.

In this paper, we examine the historical interaction of equity and bond-market returns—both in the recent past and over the last 70 years—in an effort to identify the main triggers of shifts in their relative directions.

With DAX increasing its composition from 30 stocks to 40, we review the changes to the DAX® ESG Target Index, a sustainable version of the flagship German benchmark.