The Shift in Risk
The rise in volatilities, changes in correlations, the reduction in safe assets and negative real rates are challenging investors in the European Fixed Income market.
New active management opportunities
Active Managers can benefit from new opportunities arising from the debt crisis and from the development of liquid derivative instruments.
Portfolio construction and risk budgeting
Risk Budgeting enables the optimal mix of portfolio strategies based on a quantitative assessment of their contribution to overall portfolio risk.