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Most Recent Analytics

Treasury yields drop as Fed approaches pivot; BoE leaves door open for further hikes, supporting the pound; Portfolio risk holds steady amid overall stock-market recovery.

The recent collapse of several banks has sparked fears of a 2011-style “doom loop,” in which losses in the financial sector spread to the wider economy. So far, contagion has been limited, but a further deterioration in credit quality could result in drawdowns across all sectors.

Haidi Stroud-Watts in Sydney and Vonnie Quinn in New York drive to the Asia, Australia and New Zealand market opens while wrapping the biggest stories of the previous day on Wall Street. Today’s guest: Olivier d’Assier, Qontigo Head of APAC Applied Research

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 17, 2023
Sovereign yields plummet as traders slash interest-rate forecasts; CoCo contagion sparks corporate-bond selloff; Flight to quality reduces portfolio risk.

Analytics | Portfolio Risk Management
Style factors: bank failures spur unexpected and extreme returns
Following the failure of Silicon Valley Bank, returns for many style factors have been extremely large and in the opposite direction to what could be expected given their long-term history. Such performances may be of particular interest as style factors tend to go haywire at market inflection points and often in advance of a crisis.

Investor sentiment continued to worsen in every market we follow last week. The mood weakened even in markets where central banks are being openly stimulative (Japan and China).

Analytics | Portfolio Risk Management
S&P 500 slips on renewed jitters in banks despite rescue deal for First Republic
“Investors are buying tech stocks, which would be kind of anti-value,” Managing Director of Applied Research at Qontigo Melissa Brown, told Investing.com’s Yasin Ebrahim on Friday.

Risk of US Financials jumps in the wake of SVB collapse; US small caps more impacted by banking turmoil; US dollar weakens as rate hike expectations fall.

Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 10, 2023
Slowdown in US job and wage growth eases inflation and interest-rate concerns; Lower yields put downward pressure on dollar; Flight to quality curbs portfolio risk increase.

Analytics | Portfolio Construction
Silicon Valley Bank – Are markets pricing systematic credit risk?
Silicon Valley Bank’s failure has impacted stock prices for regional banks, which have lost over 25% in the short period since the announcement that the bank needed to raise more capital on Thursday. However, how has this affected the credit markets?