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Easing concerns over bank stability boost yields and share prices; Stock-market recovery stabilizes credit spreads; Higher equity volatility raises portfolio risk.
Higher-than-predicted inflation pushes yields to year-to-date high; Hawkish ECB comments boost short-term borrowing costs; Combined drop in FX and equity volatilities drives portfolio risk lower
Dollar falls to 7-month low as decelerating consumer prices take pressure off Fed; Easing inflation and rate expectations boost UK shares and bonds alike; Rising cross-asset correlations severely limit diversification opportunities.
US curve inversion intensifies after hawkish Fed comments; UK tax rises and spending cuts prop up Gilts and pound; Higher equity and FX volatilities boost portfolio risk.
The Sustainable Development Investments Asset Owner Platform (SDI AOP) helps investors assess companies’ contributions to the UN’s Sustainable Development Goals. With the latest enhancement to its dataset, investors can also imbed information around products and services that have a negative impact.
Soaring energy costs boost Gilt yields; Forceful Fed propels dollar to 20-year high; Portfolio risk surges, as stocks, bonds, and currencies tumble together.
Gilt curve partially inverts over stagflation fears; Dollar rises as traders revise rates expectations; Stock market recovery reduces portfolio risk.
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.
Abating US inflation pushes yields lower; Credit spreads soar as US stock market extends its losing streak; Surging equity volatility boosts portfolio risk.
Qontigo, a leading provider of innovative risk, analytics, and index solutions, has enhanced its Axioma Credit Spread Factor Risk Model (Credit Factor Model) with the addition of credit default swaps (CDS) and increased factor coverage. The model results in better risk forecasting for asset managers, asset owners and hedge funds with portfolio exposure in the high yield and investment grade space.
Hawkish Fed comments lift Treasury yields to 3-year highs; Dollar appreciates as traders up interest-rate expectations; US stock and bond sell-off negates lower equity volatility.
Russia-Ukraine tensions send bond market on a rollercoaster ride; Plummeting shares propel credit spreads to 15-month high; Safe-haven buying reduces portfolio risk
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