In-Person Event
The quantification of fixed income: From theory to practice
Di. 08. September 2026
12:00 - 14:00
In-Person Event in Frankfurt
Fixed income portfolio management comes with its own unique challenges – large universes, messy data, limited tradability – that have historically kept it from adopting the quant tools so successful for equities. That is beginning to change and we are now seeing real quantification of the fixed income space. Those firms that are making it work are doing so by being deliberate about the tools they use and the problems they are solving for. This lunch brings together an exclusive group of portfolio managers, risk analysts and quants who are either already on that journey or ready to start. The format is a panel discussion with practioners followed by an open conversation over lunch.
What we will cover:
- What the current market environment is signaling for fixed income and what that means for how you position and manage risk
- How practitioners are using factor models, optimization and fixed income data for portfolio construction and risk management
- How asset managers are implementing systematic approaches in practice
- The barriers that tend to show up and the expertise needed to get around them
- When to use factor risk models versus granular issuer-level spread data
Tickets
Dieses Event ist exklusiv für Mitglieder!
Member Preis
€ 15,00
08.
Sep
2026
Credits
PL-Credits
1,5
SER-Credits
0,0
