The ability to analyze risk and performance across a broad portfolio of equities, fixed income, FX and commodities is critical for firms managing complex multi-asset class (MAC) investment products. Intuitive decomposition and resolution of the factors in the Axioma MAC Factor Risk Model helps portfolio managers and risk analysts understand sources of risk, enabling better-informed portfolio construction and hedging decisions.

Charles River’s Shashi Mahadik and Susan Madigan will be joined by Qontigo’s Christoph Schon for the next Explore & Learn webinar where they’ll discuss and demonstrate MAC portfolio and risk workflows in Charles River IMS using sample excerpts from the Axioma MAC Factor Risk Model.

Webinar topics include:

• Overview of the Axioma MAC Risk Model and proprietary spread curves methodology
• Understanding portfolio exposures with intuitive factor decomposition
• Stress testing and portfolio construction leveraging fundamental and statistical analysis

Conference website