June 16, 2016
Recording- Stress Testing the Impact of Brexit
The United Kingdom will hold a referendum on whether to remain part the European Union on June 23, 2016. How might investors be affected if the United Kingdom leaves the European Union?
Axioma stress tested the impact of a possible Brexit on a portfolio of bonds, equities and other assets using Axioma Risk, our multi-asset class risk-management system. The stress test captures the immediate market impact caused by the uncertainty surrounding the event.
Please join us for a webinar and Q&A with Axioma’s Applied Research team on how we investigate the potential effects of a Brexit on a European investor’s portfolio. Our goal is to provide a framework for creating stress tests to model market uncertainty associated with political events.