Dec 2016

  • December 21, 2016

    Recording- Axioma Insight™ 2016 Risk Review

    Date: Wednesday, Dec. 21, 2016
    Presenters: Olivier d'Assier and Melissa R. Brown, CFA, Heads of Applied Research

    Axioma's Olivier d’Assier and Melissa R. Brown, Heads of Applied Research, discussed the major drivers of the change in risk during the year. Their insights on the global risk environment that impacted investor portfolios will help managers prepare for year-end reporting and start to think about risk in 2017.

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    Olivier d’Assier, Head of Applied Research, APAC

    Olivier d'Assier is Head of Applied Research for Asia Pacific. Prior to joining Axioma in 2006, Olivier spent seven years as the Asia Pacific Head for risk management vendor Barra. Prior to managing quantitative solutions providers, Olivier spent nine years in investment banking as a sales trader in Europe and Asia and as a heavy user of quantitative technology. Olivier has been in Asia since 1996 and has lived in Singapore, Hong Kong and Tokyo.

    Melissa R. Brown, CFA, Head of Applied Research, EMEA and the Americas

    Melissa Brown generates unique insights into risk trends by consolidating and analyzing the vast amount of data on market and portfolio risk maintained by Axioma. Brown’s perspectives help both clients and prospects to better understand and adapt to the constantly changing risk environment. As author of Axioma Insight: Quarterly Risk Review, Brown reports on the state of risk in publicly traded equity markets around the globe. In addition, Brown produces periodic special reports on a broad range of topics of interest to investors and asset owners. Brown is a frequent speaker on the subject of market risk and is often quoted by the financial media. She holds a BS in economics from The Wharton School of the University of Pennsylvania and an MBA in finance from New York University.