Axioma Events: Check Out Axioma’s Latest Research Seminars
Axioma’s latest round of Research Seminars will highlight recent work from our Multi-Asset Class Research Team. Each seminar will consist of two parts.
In Part I: A Risk Framework for Sovereign and Emerging Market Portfolios, we will:
- Focus on how relationships between asset classes help measure risk
- Examine relationships within and between market observables, such as CDS spreads, bond spreads, currencies and equities
- Demonstrate the use of information from one market in a model to estimate likely changes in another market
- Reveal the benefits of stress testing and detection of early warning signals
- Provide examples from the financial sector
- Present solutions for the sparse dataset problem in multi-asset class risk
In Part II: Modeling the Risk of Private Equity, we will:
- Discuss issues and approaches to modeling alternatives
- Present an overview of the private equity asset class
- Compare approaches to the modeling of risk for private equity
- Examine results from modeling risk via fund cash flows
Locations, Dates and Times:
October 21: Steigenberger Frankfurter Hof, Frankfurt, 8:30 – 10:30 a.m.
October 23: Andaz Liverpool St., London, 8:30 – 10:30 a.m.
October 28: Langham Hotel, Boston, 12:00 – 2:00 p.m.
October 30: Princeton Club, New York, 12:00 – 2:00 p.m.
November 11: Mid-America Club, Chicago, 12:00 – 2:00 p.m.
November 13: City Club (new venue!), San Francisco, 8:30 – 10:30 a.m.