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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
Events are free. Space is limited. Register today.
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