Arrow_Blue_Orange.pngThe Year of the Central Banks
Stress-testing the impact of monetary policy tightening


2019 will be a decisive year for three of the world’s biggest central banks. In this paper, we use the stress-testing capabilities of our Axioma Risk™ platform to examine the impact of rate hikes on a global multi-asset class portfolio, with a particular focus on equity and credit spread performance in response to a yield curve inversion.





Author: 
Christoph V. Schon, CFA, CIPM
Executive Director, Applied Research
Arrow_Blue_Orange.pngThe Year of the Central Banks



2019 will be a decisive year for three of the world’s biggest central banks. In this paper, we use the stress-testing capabilities of our Axioma Risk™ platform to examine the impact of rate hikes on a global multi-asset class portfolio, with a particular focus on equity and credit spread performance in response to a yield curve inversion.

DOWNLOAD WHITEPAPER
APPLIED RESEARCH WHITEPAPER


Author: 
Christoph V. Schon, CFA, CIPM
Executive Director, Applied Research