In this webinar, Christoph Schon, CFA, will discuss how the extraordinary market movements since the onset of the coronavirus crisis have thrown long-established cross-asset class correlations into disarray. The worldwide scramble for USD cash meant that traditional safe havens, such as government bonds, the Japanese yen, the Swiss Franc and even gold, dropped in value, as stock markets tumbled, rendering conventional diversification strategies ineffective.
Christoph discusses how corporate bonds were hit particularly hard by a perfect storm of rising sovereign yields, surging credit spreads, and tumbling share prices. He shows how a combination of risk analysis and stress testing can be used to make sense of the current market environment.
The registration link will be sent to you a few days before the webinar. Please use your full name as this is the only way we can award you your CE Credits afterwards.