Christoph Schon, CFA, CIPM - Executive Director of Applied Research

Christoph Schon is the Executive Director, Applied Research for EMEA at Axioma, where he generates insights into recent risk trends with a particular focus on fixed income and multi-asset class analysis. Christoph has been in the portfolio risk and performance analysis space for more than 10 years, having previously worked for Lehman Brothers/Barclays POINT and UBS Delta. 

Most recent articles by Christoph Schon, CFA, CIPM

GBP risk reaches lowest level since Brexit vote; Portfolio risk declines as FX/equity correlation weakens

Week of May 12

This week we take a look at how the predicted exchange rate volatility for GBP/USD declined to levels last seen before the Brexit vote in June 2016. Short-horizon risk for the pound now stands at 9.76% as of Friday, May 12, compared with 10.44% on the day UK voters decided to the leave ...

Posted 05.16.17 Christoph Schon, CFA, CIPM

Bund yields climb as French election worries subside and Portfolio risk rises sharply as risk factor correlations increase

A continued rise of yields on German government bonds as centrist candidate Emmanuel Macron lead the way to the second round of the French presidential election.

Posted 05.02.17 Christoph Schon, CFA, CIPM

Bunds under-performance, rising pound risk, and new low for portfolio risk

Underperformance of German Bunds versus Treasuries and Gilts ahead of the French vote as well as the rise in risk for the pound following Prime Minister Theresa May’s announcement of a snap election.

Posted 04.27.17 Christoph Schon, CFA, CIPM

Multi-Asset Class Risk Monitor Insights

Geopolitical worries pushed Treasury yields lower and Currency risk declined as the dollar weakened. 

Posted 04.19.17 Christoph Schon, CFA, CIPM

Currency Domination: The US Election, Currency Effects, and Portfolio Risk

Both the US election and the Brexit vote surprised the markets. It resulted in significant volatility, specifically for currency exchange rates. 

Posted 01.31.17 Christoph Schon, CFA, CIPM