Dec 2017

  • December 12, 2017

    Recording | Axioma Insight™ Multi-Asset Class Risk Monitor Q3 2017

    Over Q3 2017, we saw a divergence of government bond yields on both sides of the Atlantic. In the US, they were driven by expectations of higher short-term rates, the perceived progress of the promised tax reform and speculation about Fed Board nominations. In Europe, long-term rates were kept down by political risk in Germany and Spain and dovish signals from central bank officials. The latter also weighed on euro and pound exchange rates, while the dollar staged its comeback, fueled by a returning risk appetite. In this webinar, Christoph V. Schon, Axioma's Executive Director of Applied Research, analyzed how these events affected the movements and correlations of multi-asset class risk factors and the impact on a global model portfolio.

    Click here to view the replay for the webinar.