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Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended June 24, 2022
Fed recession warning weighs on bond yields; Dollar stalls over lower interest-rate and economic growth expectations; Lower equity volatility partly reverses spike in portfolio risk.

Global Value’s winning streak rolls on; Asset diversification continues to plunge; Investors flock to US dollar’s safety.

Sentiment declined sharply last week, becoming negative in Asia ex-Japan, Japan and developed Europe, with the latter ending bearish for the first time since early April. We continue to see a divergence of sentiment between developed- and emerging-market investors, with the former remaining bearish and the latter increasingly bullish.

ECB emergency meeting supports peripheral Eurozone debt; Swiss franc takes off after surprise rate hike; Cross-asset sell-off squeezes diversification opportunities.

Sentiment remained negative in the US and developed Europe last week, and bearish in global developed markets. Hopes for further monetary and fiscal stimulus out of China managed to keep sentiment positive in Asia ex-Japan, global emerging markets and China, for the time being.

Volatility and correlations jump as global markets fall; Country and currency risk continue to march up; China bucks the trend.

Eurozone yields soar as ECB raises forward guidance; Yen tumbles over BoJ divergence; Cross-asset co-movement partly offsets lower stock volatility.

Drop in US Consumer Discretionary points to bearish sentiment; Factors drive a brief pause in the steady upward march of US volatility; Japan’s YTD return turns positive.

Sentiment continues to be poor or bearish among developed-markets investors, except in Japan, where the weak yen and dovish BoJ are underpinning a positive mood.

Olivier D’Assier, Head of Applied Research APAC at Qontigo joins CNBC to discuss the latest market events and how they impact Asian economies.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended June 3, 2022
Record inflation lifts Eurozone yields to 8-year high; Solid manufacturing and job-market data boost dollar; Tighter spreads offset stock-bond sell-off.

nvestor sentiment ended the week bearish in the US and in global developed markets. It declined to a more negative mood in developed Europe, but just short of a bear level. Sentiment continued to improve, meanwhile, in Asia ex-Japan, global emerging markets and China on the back of the latter’s economic stimulus plans.