Sign up for free newsletter

 

Analysing Sovereign Risk for Portfolio Management Decisions

Event : Analysing Sovereign Risk for Portfolio Management Decisions

Tue, 12/06/2012  
Conducted by : EDHEC-Risk
Contact : Mélanie Ruiz

 Seminar Instructors:

•Felix Goltz, Head of Applied Research, EDHEC-Risk Institute 
•Fahd Rachidy, Senior Quantitative Financial Analyst, EDHEC-Risk Institute 
•Thierry Roncalli, Head of Research and Development at Lyxor Asset Management
Key Learning Benefits:
The seminar will enable participants to:
 
•Review the history of sovereign risk and its recent developments and understand how sovereign risk impacts markets; discover the new forms of sovereign bond and equity indices.
 
•Understand the limits of rating agencies’ approach to assess default risk of sovereign issuers and find out how to use market-based information to assess sovereign credit risk.
 
•Analyse the sovereign risk exposure of both bond and equity portfolios and find out if alternative weighting schemes provide better information on sovereign risk exposures.
 
•Learn how to manage sovereign risk through a risk-budgeting approach.
 
•Find out if standard country classification approaches of equity indices can be improved by taking into account sovereign risk exposure, comparing geographical sovereign risk exposure versus place of listing.
 
•Discover if standard equity factor models such as the Fama-French model can be improved by taking into account the relevant sovereign risk factor and assess the impact of using a regional factor versus a global factor.
 
•Learn the state-of-the-art techniques in constructing bond and equity portfolios with controlled sovereign risk exposure and learn about the differences in cross-sectional exposure to sovereign risk; find out how to actively manage the sovereign risk exposure of a global equity portfolio.
 
Further information and registration:
 
For further information about the event please visit our webpage
 
To book a seat, please visit our online store, or contact Mélanie Ruiz at EXECeducation@edhec-risk.com or on: +33 493-187-819
 
 
 


features
Special report
Guide to ETFs for Asset & Wealth Managers

This etfexpress Guide to ETFs, produced specifically for wealth and asset managers, unravels the myriad benefits of including and using ETFs and ETPs within client portfolios... »

Article
Giles Travers, SEI

The business of asset management has grown exponentially more complex over the last decade. As system technology and data management improves, managers are devising ever-new investment strategies to find that elusive source of alpha.  ... »

Article
Richard Ansyet, Intralinks

Over the last 10 years, organisations have undergone a wholesale change in the way they run their businesses. Thanks to cloud-based platforms, wireless Internet, and the proliferation of desktop and mobile device applications, the perimeter of most businesses has moved beyond the four walls of their office. This has revolutionised the way people work: no longer tied to their desks they can be equally as effective aboard an aircraft or sitting next to the beach on vacation.  ... »

Article
Preqin Special Report: Hedge Fund Manager Outlook – Augst 2015

In this excerpt from Preqin Special Report: Hedge Fund Manager Outlook, we take a closer look at the level of competition in the industry today and use our latest survey results to reveal fund manager predictions for asset growth for the rest of 2015. ... »

Article
survey

The Preqin Special Report: Private Debt Fund Manager Outlook features exclusive survey results drawn from over 100 private debt fund managers worldwide. This extract discusses what fund managers have highlighted as the biggest issues facing the industry and their views on regulation. ... »

Special report
Cybersecurty for Hedge Funds

Cybersecurity for Hedge Funds

Thu, 30/07/2015 - 11:00

Cybersecurity is no longer simply an IT issue, it is now a business issue. This is the conclusion of the experts and fund managers around the world whose opinions were polled for this landmark Hedgeweek Special Report, which outlines Best Practices for Cybersecurity in a fast-changing environment where managers need to keep several steps ahead of cyber criminals... »

latestjobs
HR (Benefits/Payroll) Manager

Wed, 02 Sep 2015 00:00:00 GMT

Javascript Developer

Wed, 02 Sep 2015 00:00:00 GMT

Junior Credit Desk Analyst- IG & HY Research

Wed, 02 Sep 2015 00:00:00 GMT

events
5 days 3 hours from now - New York
6 days 3 hours from now - New York
1 week 4 days from now - London
1 week 5 days from now - California
specialreports