PODCAST

The challenges of modelling risk in today’s market

The challenges of modelling risk in today’s market

In this podcast, Alex Botte (pictured), CFA, CAIA, Client Solutions Research at Two Sigma and Venn, discusses what impact Covid-19 has had on the way risk is perceived, modelled, and ultimately managed within investor portfolios. And how next generation AI tools are helping to generate fresh insights on how factor risks are understood. During the discussion, Alex provides some examples of how Venn thinks about managing inflation risk exposures, crypto asset risk exposures, and what the latest developments are on translating ESG considerations into risk factor decomposition.

MANAGER INSIGHTS

Embracing change: Singapore fund Four Seasons targets alpha catalysts in Japanese equities

Embracing change: Singapore fund Four Seasons targets alpha catalysts in Japanese equities

Profound shifts in board governance, demographics and technology are transforming the way Japanese companies do business, and Singapore-based fund manager Four Seasons Asia Investment is capitalising on this theme with its change-based investment approach which seeks out catalysts in neglected stocks across small-to-mid-cap equities.

OUTLOOK

Convertibles now key for Algebris, as rising inflation and falling yields loom over credit markets

Convertibles now key for Algebris, as rising inflation and falling yields loom over credit markets

Convertible bonds and certain cyclical credits in developed markets offer positive opportunities while broader credit markets face a squeeze from rising inflation, negative yields and increased government intervention, according to Alberto Gallo, head of global credit strategies at Algebris Investments.