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September 2020
Epidemiology of Volatility Transmission and Regime Change Risk Models
Most investment and risk models have difficulty reflecting regime changes characterized by market turbulence where asset prices behave in an uncharacteristic fashion, given their historical pattern of behavior. This presentation will demonstrate how Machine Learning uncovers subtle insights about correlated sources of risk that may not be detected by off-the-shelf risk models or fundamental portfolio and security analysis.
Global Policymakers Series (GPS): Third Quarter Summit 2020
This series of webinars will include speakers that are political figures in the US, primarily, and from other countries. Speakers will also be representatives from think tanks with valuable policy insights.
Sustainable Investing: A Path to a New Horizon
This event will be a presentation and a discussion of a number of new essays about the latest trends and developments in the maturing area of Sustainable Investing and ESG Integration
Hear How One State Pension Plan is Dealing with Covid Pressures
Amy McGarrity, Colorado PERA will be interviewed by John Bowman of CAIA on the pressures and how to manage them.
6th Annual Real Estate Outlook: PropTech Applications for Today and in the Future
Advanced technologies (e.g. AI, machine learning) are slowly permeating the real estate industry allowing owner/operators, investors, agents/brokers and other end-users of real estate to operate in a more efficient real estate marketplace.
October 2020
Modernizing Investment Research: Data, Data Everywhere
Active managers face three headwinds – declining fees, outflows, and the increasingly difficult task of delivering consistent alpha in a competitive market. Our industry has the opportunity to address these issues by modernizing investment research. The Society of Quantitative Analysts (SQA) and CFA Society New York are pleased to present a series of timely panel discussions on this opportunity. Each featured panel will focus, respectively, on one of four key steps identified as fundamental to the modernization of investment research.
How Could the Asset Allocation of the Biggest Dutch Life Insurance Company Change?
Jeroen Bos, CFA, CAIA will interview Valentijn van Nieuwenhuijzen to find out what's next.
Financial and Valuation Modeling Boot Camp – Wall Street Prep
Master financial and valuation modeling in this 3-day intensive virtual boot camp. Wall Street Prep's Financial and Valuation Modeling Boot Camp will teach you how to build models the way it's done on the job. This is the same intensive virtual training used to prepare incoming analysts at top financial institutions.
The Digital Buy-Side – Managing Data as an Asset
Join us as we discuss the evolving trading systems landscape from an asset management perspective. Order and Execution Management Systems (OMSs/EMSs) and related systems continue to evolve given technological advances, vendor competition and client demands – and our experts will provide participants with valued perspectives on how to value, choose and optimize critical trading systems.
Climate Scenario Analysis and Net-Zero Strategies
Scenario analysis is one of the most useful tools for incorporating climate change-related risks and opportunities into the investment process. It enables a company’s management, analysts and investors to envision a number of different possible outcomes and test the sensitivity of returns to a number of prominent risk factors.
How Does One of Asia’s Largest Insurance Group CIOs See the World?
Join us as Jo Murphy (CAIA) interviews Professor Mark Konyn, Group CIO at AIA, the largest independent, publicly listed pan-Asian life insurance group.
Excel Visual Basic (VBA) for Finance – Wall Street Prep
This boot camp is an intensive instructor-led training program that will teach you how to take Excel by the horns and make it do whatever you want through a simple but effective tool called “VBA.” Trainees will learn how to unlock the secrets of automation and efficiency in Excel VBA through real world finance-related exercises. No prior programming knowledge is needed.
Second Annual Secondaries Outlook
The secondary market began in the 1980’s as a method to provide liquidity to investors in illiquid private equity and other pools of alternative assets. Secondary funds build exposure to illiquid portfolios by acquiring existing positions in single funds or a portfolio of funds from limited partners (“LPs”) seeking early liquidity often at a discount to recent valuations.
Modernizing Investment Research: Using AI to Derive Insights
Active managers face three headwinds – declining fees, outflows, and the increasingly difficult task of delivering consistent alpha in a competitive market. Our industry has the opportunity to address these issues by modernizing investment research. The Society of Quantitative Analysts (SQA) and CFA Society New York are pleased to present a series of timely panel discussions on this opportunity. Each featured panel will focus, respectively, on one of four key steps identified as fundamental to the modernization of investment research.
Racial Equity in Asset Management: Asset Owners’ Perspectives
What can the asset management industry to do affect positive and sustainable racial change? What unique role should asset owners play in advancing the industry? What new expectations do asset owners have of the asset managers they hire? What metrics and parameters will be used to measure asset managers, and how will they be held accountable?