Webinar: Fixed Income Can Do Factors Too

Fixed income investors have long been trying to replicate the success seen in factor-based smart beta equity strategies. However, the lack of quality data and models meant that they had to build strategies by proxy – for example, through ‘borrowing’ analytics and balance sheet data from the equity world.

Now, there’s a better a way. In this webinar, you’ll learn about:

• Trends in factor investing and risk management 
• Ways to assess whether fixed income products are delivering the intended exposures
• How to develop true factor-based quantitative fixed income strategies 

 

AGENDA

Introduction 
Shirley Zhang, Head of Go-to-Market Strategy, Investments, SimCorp   

Trends in factor investing 
Andrew Jenkins, Director, Investment Risk & Performance Specialist, Cutter Associates  

How smart is credit beta?   
Christoph Schon, Head of Axioma Applied Research, EMEA, SimCorp  
 
Fixed income factor models in practice  
Matthew Wrigley, Americas Head of Client Services – Axioma Risk Solutions, SimCorp  

SimCorp reserves the right to decline registrations to watch the recording.