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Showing 21 - 30 of 46 entries

  1. BLOG

    Managing Risk Over Different Investment Horizons 

    Sep 25, 2018 Jun Wang , Andrei Morozov

    Risk Management , Integrated Risk Management

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    Given high market valuations, some investors worry that a market pullback may be at hand. We saw markets gyrate earlier this year — what if volatility returns? How investors respond to changing market conditions may depend on their time horizons.

  2. BLOG

    GICS changes: Risk depends on how it’s measured 

    Sep 21, 2018 Daniel R. Barrera

    Models/Client Cases , Integrated Risk Management

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    As some very large companies switch sectors because of changes to the Global Industry Classification Standard (GICS®) structure, there will likely be implications for investors. We looked at how these changes may affect the risk profiles of six of the largest reclassified companies.

  3. BLOG

    Remember, US inflation is a long and winding road 

    Sep 5, 2018 Andy Sparks

    Models/Client Cases , Fixed Income , Integrated Risk Management

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    A remarkable calm has settled upon the U.S. bond market, with interest rate and inflation risk now at their lowest levels of the decade. This optimistic sentiment was underscored at the annual Jackson Hole, Wyoming conference where Federal Reserve (Fed) Chairman Powell highlighted that there is “…no clear sign of an acceleration (of inflation) above 2% and there does not seem to be an elevated risk of overheating.”

  4. BLOG

    Equity valuations resist running with the bulls 

    Aug 23, 2018 Saurabh Katiyar

    Factors , Integrated Risk Management

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    The U.S. bull market is now the longest in history, leading the way for strong global equity returns over the 10 years since the financial crisis. What does this mean for valuations? We found that while they are high, they have not reached extreme levels. What’s more, there are distinct valuation characteristics across regions, sectors and factors that may create potential investment opportunities.

  5. BLOG

    What if credit spreads widen? 

    Aug 21, 2018 Hamed Faquiryan

    Fixed Income , Risk Management , Integrated Risk Management

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    Despite robust economic growth in the U.S., market conditions — as defined by tight spreads and high valuations — have wary credit investors on the lookout for trouble as the credit cycle matures. One area of scrutiny is BBB-rated credit, which sits in the middle of the rating hierarchy. Should spreads suddenly widen, investors may want to be prepared for a potential wave of BBB credits cascading into the high-yield market.

  6. BLOG

    Why is Tesla a short-selling target? 

    Aug 13, 2018 George Bonne , Dimitris Melas

    Models/Client Cases , Integrated Risk Management , Factor Investing

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    Elon Musk, founder and CEO of Tesla, suggested in a series of tweets that going private could help Tesla avoid the scrutiny of quarterly reporting and pressure from short selling. Do companies targeted by short sellers share common characteristics? Could factor analysis help investors identify stocks that may become short-selling targets?

  7. BLOG

    What happens if Italy leaves the EU? 

    Aug 6, 2018 Thomas Verbraken

    Models/Client Cases , Global Investing , Integrated Risk Management

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    With populist policies on the rise, globally, many believe Italy’s coalition government could add to the EU’s challenges by pursuing populist strategies that could further disrupt both equity and bond markets. We consider two scenarios – a severe and mild one – with very different implications.

  8. BLOG

    Can investors win a U.S.-China trade war? 

    Jul 3, 2018 Anil Rao

    Equity Themes , Economic Exposure , Global Investing , Integrated Risk Management

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    With new tariffs in effect as of July 6, we investigate our earlier assertion that “while an expanded trade war could lead to a ‘lose-lose’ outcome, there could be greater impact for stocks in the U.S. Overall, they are more exposed to the Chinese economy than the other way around.”

  9. BLOG

    Bonds and equities: still happy together? 

    Jun 25, 2018 Andy Sparks

    Integrated Risk Management

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    For many years now, stock and bond returns have consistently moved in opposite directions. But the timing of selloffs earlier this year in the bond and equity markets combined with inflation concerns and higher interest rates have market participants asking whether the relationship has changed.

  10. BLOG

    What if the U.S.-China trade war escalates? 

    Apr 13, 2018 Thomas Verbraken , András Urbán

    Integrated Risk Management

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    Markets appear to have priced in the recent tariffs, but the risk of a broader trade war still looms. Market scenarios based on economic studies suggest an all-out trade war could drive global equity prices down another 10%, with U.S. investors receiving the worst of it.

Showing 21 - 30 of 46 entries