August 31, 2017
Axioma Insight™ Multi-Asset Class Risk Monitor Q2 2017
Presenter: Christoph V. Schon, CFA, CIPM, Executive Director of Applied Research
In this webinar, Christoph V. Schon, Axioma's Executive Director of Applied Research, reviews the recent risk environment, elaborating on how the market focus changed from the US economy in the aftermath of the presidential election to political risk in Europe as the polls in the Netherlands, France and the UK drew nearer and central bankers seemed to become more hawkish. He will demonstrate how the resulting shifts in major asset class and risk factor correlations affected the risk profile of Axioma’s global multi-asset class model portfolio as well as talk about his latest paper on this topic.
As Executive Director of Applied Research, Christoph Schon generates insights into recent risk trends with a particular focus on fixed income and multi-asset class analysis. As the author of the weekly multi-asset class edition of Axioma’s Risk Monitor highlights, Christoph reports on equity, fixed-income, currency and commodity market developments around the world and how these affect the risk of a global multi-asset class model portfolio. In addition, he produces periodic special reports on topics that are of general interest to the investment community. He is also a regular speaker on risk and performance attribution topics at industry events. Christoph has been in the portfolio risk and performance analysis space for over ten years, having previously worked for Lehman Brothers/Barclays POINT and UBS Delta, where he held various roles as Marketer, Head of Client Services and Client-Facing Quant. He started his career in 2000 as a Fixed Income Research Analyst at Dresdner Bank in Frankfurt. He joined Dresdner’s FI index research group in 2002 and served as a member of the iBoxx European technical committee until 2006. Christoph has been a CFA charterholder since November 2007 and earned the CIPM designation in 2015. He holds a joint degree in electrical engineering and economics from TU Darmstadt in Germany.