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.
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.