Trade wars, central bank policies and political risk
What do they mean for your portfolio?
2018 has been characterized by an alternation of different risk environments, as trade war fears took turns with central bank policies and political uncertainty in Europe. Each of these came with its own distinct pattern of market movements and multi-asset class correlations, which, in turn, had varying effects on portfolio volatility and diversification. In this talk, Christoph Schon, CFA, CIPM, will analyze the major drivers of portfolio risk, examine how this could be used in stress tests and the implications for asset allocation strategies.
11:30 Start presentation + Q&A
12:30 End presentation; start lunch
13:00/13:30 End of program
This event is open to everyone and is free to members of CFA Society VBA Netherlands.
As Executive Director of Applied Research, Christoph Schon, CFA, CIPM, generates insights into recent risk trends with a particular focus on fixed income and multi-asset class analysis. As the author of the weekly multi-asset class edition of Axioma’s Risk Monitor highlights, Christoph reports on equity, fixed-income, currency and commodity market developments around the world and how these affect the risk of a global multi-asset class model portfolio. In addition, he produces periodic special reports on topics that are of general interest to the investment community. He is also a regular speaker on risk and performance attribution topics at industry events.
Christoph has been in the portfolio risk and performance analysis space for over ten years, having previously worked for Lehman Brothers/Barclays POINT and UBS Delta, where he held various roles as Marketer, Head of Client Services and Client-Facing Quant. He started his career in 2000 as a Fixed Income Research Analyst at Dresdner Bank in Frankfurt. He joined Dresdner’s Fl index research group in 2002 and served as a member of the iBoxx European technical committee until 2006.
This event is sponsored by Axioma.