June 1, 2017
A More Complete View of Equity Portfolio Risk: Exposing Vulnerabilities with a Multi-Asset Class Risk System
Presenter: Olivier d'Assier, Head of Applied Research, APAC
In this webinar, Axioma's Olivier d’Assier, Head of Applied Research for APAC, will discuss his recent paper, "A More Complete View of Equity Portfolio Risk: Exposing Vulnerabilities with a Multi-Asset Class Risk System."
Olivier d'Assier is Head of Applied Research, APAC for Axioma, responsible for generating unique regional insights into risk trends by leveraging and analyzing Axioma's vast data on market and portfolio risk. d'Assier's research helps clients and prospects better understand and adapt to the evolving risk environment in Asia Pacific. The author of periodic special reports, d'Assier produces regional and global research on market and portfolio risk.
Previously Managing Director of APAC, Olivier was responsible for the performance, strategy, and commercial success of Axioma's operations in Asia Pacific. Upon joining in 2006, d'Assier brought Axioma's key innovations to the Asia PAcific marketplace via the development of Asian-centric products. Prior to joining Axioma, d'Assier spent seven years at Barra Inc. as VP for Asia Pacific and President of Barra Japan before servings as Executive Director for Asia Pacific for MSCI-Barra. In addition to his experience managing quantitative solutions, d'Assier spent nine years in investment banking as a sales trader in Europe and Asia for Nikko Securities and SMI Securities. He is a sought-out public speaker and regular guest on business and financial news programs with CNBC and Bloomberg TV, providing expert commentary on investment performance, risk management, and industry challenges. d'Assier has lived in Asia since 1996 and has worked in Singapore, Hong Kong, and Tokyo.