October 24, 2018
Replay | Axioma Insight™ Q3 2018 Risk Review, APAC
In this webinar Olivier d'Assier looked back at the main drivers of risk during Q3 2018 and studied global markets today through the lens of Axioma’s multiple risk models. Topics covered included volatility and correlation regimes, factor returns, and their implications for portfolios.
Watch the recording here.
You can also check out our latest paper, written by our Applied Research team Q3 2018 Insights: Top-Line Risk Drop in Q3 Masks Underlying Turmoil. Here is an overview:
Q3 2018 saw large divergences between indexes typically viewed as “risk on”-type assets and their presumably less-risky counterparts. Top-line risk was down led by the fall in market risk, but other sources—many of which are the things managers tilt on and that drive active risk—actually bucked the market trend and increased.