Fed bond purchases do little for leveraged firms

But the fact that many households and corporations must now borrow extensively just to stay afloat is a major concern.

Posted 06.25.20 Christoph Schon, CFA, CIPM

Benefitting from Multiple Views of Risk in a Period of Crisis

No single risk model performs best in every circumstance — which is precisely why Qontigo provides clients with multiple views of risk that differ by horizon and by factor structure.

Posted 04.07.20 Dominic Clermont

The top 10 cross-asset correlations to watch

We've noted how the COVID-19 crisis had disrupted the long-established and interactions of major asset classes. Here we look at some of the most notable asset-class pairs.

Posted 06.10.20 Christoph Schon, CFA, CIPM

The shifting sands of sector risk… When low-volatility sectors become high-volatility — and vice versa

The coronavirus crisis has driven large changes in the relative risk of US sectors, with some low-volatility sectors turning into high-volatility sectors and vice versa.

Posted 06.10.20 Diana R. Baechle, PhD

Are You Ahead of the Curve? Staying Compliant with the MMF Regulation Amid Geopolitical Risks and the Search for Yield

The Money Market Fund (MMF) Regulation poses some of the latest operational hurdles faced by the asset-management industry in Europe in 2020.

Posted 04.09.20 Hristo Dilov

Market Sensitivity Exposures: “And the ‘New Normal’ is…”

We have discussed recently how company factor exposures had turned topsy-turvy, as investors sorted out their expectations for winners and losers of the COVID pandemic.

Posted 06.02.20 Melissa R. Brown, CFA