Axioma Seminar Series, Fall 2014
Join Axioma for unique insights into customized multi-asset class risk modeling for EM bonds and Private Equity.
Axioma’s latest round of Research Seminars highlights 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
Events are free to clients and friends of Axioma. Space is limited. Register today!
Locations, Dates and Times:
- October 21, Steigenberger Frankfurter Hof, Frankfurt, 8:30 - 10:30 AM
- October 23, Andaz Liverpool St., London, 8:30 - 10:30 AM
- October 28, Langham Hotel, Boston, 12:00 – 2:00 PM
- October 30, Princeton Club, New York, 12:00 – 2:00 PM
- November 11, Mid-America Club, Chicago, 12:00 – 2:00 PM
- November 13, City Club (new venue!), San Francisco, 8:30 - 10:30 AM