On Demand - Bloomberg Series for Investment Managers

Description

The upcoming 2026 U.S. midterm elections have the potential to reshape policy expectations, market sentiment, and cross-asset performance. Join us for a practical webinar exploring how Bloomberg's data, AI-powered analytics, and portfolio tools can help you interpret macro developments, quantify risks, and prepare portfolios for multiple outcomes.

Join us to explore:

Macro readiness for the 2026 U.S. midterm elections through prediction markets, AI-powered forecasts, and policy analysis
Economic scenario modelling and central bank sentiment analysis, including the new Central Bank Dashboard
AI-powered geopolitical analysis and macro insights
Multi-asset portfolio scenario analysis to assess market shocks, portfolio sensitivity, and total return
Programmatic portfolio construction using Bloomberg's portfolio optimisation capabilities beyond the Terminal

Description

A handful of AI-driven stocks have driven a significant share of benchmark returns, creating new challenges for active managers. As market concentration, benchmark changes and factor rotations reshape portfolios, understanding what’s driving changes in tracking error has never been more important.

Join us to learn how tracking error attribution and risk change attribution can help uncover the drivers of active risk and support more informed portfolio decisions. We'll also demonstrate AI Commentary, a new PORT Enterprise capability that automatically explains risk changes and generates portfolio manager-ready insights. If you're a PORT Enterprise user, you'll see how you can start using this functionality today.

Join us to learn:

What’s driving changes in tracking error
The key contributors to active risk
The impact of concentration, index changes and factor rotations
How AI Commentary helps explain risk changes

Description

As Buy-Side firms look to stay risk-aware while sourcing the best opportunities for spread, success increasingly depends on identifying relative value across issuers, curves, and the capital structure. Yet many teams still face challenges in capturing, connecting, and applying research consistently across the investment process.

Join us to learn how Bloomberg has modernized research workflows by combining robust capital structure data with leading fixed income analytics to deliver a more intuitive, front-office experience. We’ll also show how integrating portfolio context into the research process gives teams a clearer view of exposures, enabling more precise positioning and decision-making.

Description

As buy-side workflows grow increasingly complex, the need for a more intuitive, connected, and intelligent user experience has never been greater. In this session, we’ll explore how Bloomberg is modernizing workflows with Canvas, a flexible, visual workspace that unifies data, analytics, and workflows in a single, customizable environment.

We’ll also demonstrate how RMS integrates seamlessly with AIM and PORT, creating a more cohesive connection between research, portfolio construction, and execution across the investment lifecycle.

Description

Unlock the full potential of your private equity workflow in this fast-paced session designed to bridge the gap between raw data and actionable intelligence. We’ll dive deep into Bloomberg’s latest private capital datasets and survey insights before pivoting to the powerhouse MAC3 engine. You’ll learn how to seamlessly integrate private fund holdings into your broader portfolio analysis, using advanced uploaders and scenario testing to see exactly how private assets influence your total fund performance and risk profile.

Key Topics We’ll Cover:

Market intelligence: Analyze private capital trends using Bloomberg datasets, including LP and GP investment activity
Fund Selection & Benchmarking: Utilizing the private equity function to screen for top-tier funds and execute rigorous peer benchmarking.
The MAC3 Advantage: Mastering Private Fund integration in PORT, from bulk position uploads to analyzing aggregate exposures and what-if scenarios in TEV.

Description

This focused session introduces the MAC3 Private Assets Model (PAM), a structured framework for analyzing the risk and return characteristics of private asset funds. With private equity, private debt, real estate, and infrastructure experiencing significant growth, investors face increasing challenges around illiquidity, transparency, and risk measurement. We present a data-driven approach to understanding private markets through fund classification, factor structure, and empirical analysis.

Join us to gain a competitive edge by learning:

The growth and structure of private markets:
Understand the rapid expansion of private assets and the key differences between direct investing and fund-based (GP/LP) structures.
Risk and return characteristics:Explore the empirical behavior of private asset funds, including volatility, correlations, and diversification properties across asset classes and strategies.
Factor-based risk modeling in practice:See how the MAC3 Private Assets Model estimates risk using a structured factor framework, supported by empirical results and backtesting insights.

Description

Geopolitical shocks are no longer "black swan" events—they are the new baseline. From the escalating US-Iran conflict to shifting cross-asset dynamics, the playbook for risk management is being rewritten in real-time.

Join us for a deep dive into how leading desks are pivoting from defense to offense. We’ll explore how AI can be used to unearth hidden portfolio interconnections and why the smartest money is moving beyond vanilla options into exotic and systematic/QIS-based protection.

In this session, we will cover:

Geopolitical Catalysts: Analyzing the ripple effects of the US-Iran conflict.
The AI Edge: Using machine learning to map cross-asset risk drivers.
Next-Gen Hedging: Optimizing overlays through relative value and systematic strategies.
Seeking Alpha: Mining Opportunities from the noise

Description

The era of the "monolithic" front-to-back platform is shifting. While the promise of a single solution is tempting, today’s complex markets demand more than a one-size-fits-all approach—they demand agility.

Join us for a focused webinar on the transition to a Composable Operating Model. Discover how to move beyond rigid legacy systems and build a modular, API-first technology stack that prioritizes decision velocity and front-office flexibility.

We will discuss:

Breaking the Monolith: Navigating the hidden complexities and data schemas of "all-in-one" solutions.
Front-Office Velocity: Integrating AI-driven workflows and high-fidelity Bloomberg data to sharpen your competitive edge.
Modular Scaling: How a plug-and-play architecture allows you to evolve specific capabilities without a total system overhaul.
Total Portfolio View: Unifying public and private market data for a seamless risk and compliance framework.

Build a stack that is as adaptive as your investment strategy.

Description

This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained within the set of risk model factors. We present a data-driven approach to comparing the efficiency of optimized portfolio constructed with the alpha signal included or omitted from the risk model.

Join us to gain a competitive edge by learning:

The efficiency of optimized portfolios: See real-world backtest results showing why including an alpha factor in your risk model typically leads to only modest gains—and sometimes even declines—in portfolio efficiency.
Actionable guidance: Gain specific, quantitative insight into which alpha signals are likely to benefit from inclusion in the risk model and which are not.
Elevating your expertise: Acquire the evidence to challenge established practices and drive more disciplined, efficient portfolio construction.

Description

Join us for a deep dive into the world of factor risk models, the essential tools for predicting portfolio volatility, optimising your investments, and understanding risk and return. This webinar will introduce you to specific tests or "horse races" to evaluate and compare the performance of competing risk models. We will demonstrate how to identify the efficacy of factor risk models for your investment strategy, and how to properly integrate them into your portfolio analysis.

What you'll learn:

Volatility forecasting: Apply bias statistics and Q-statistics to evaluate and compare the accuracy of different risk models' volatility predictions.
Portfolio optimization: Learn how to use the realised volatility of optimised portfolios to accurately identify the most efficient portfolio.
Low correlation between systematic and idiosyncratic return: we will demonstrate how the choice of regression weights has a significant role in decoupling factor from idiosyncratic returns.

Description

What you'll learn:

Volatility forecasting: Apply bias statistics and Q-statistics to evaluate and compare the accuracy of different risk models' volatility predictions.
Portfolio optimization: Learn how to use the realised volatility of optimised portfolios to accurately identify the most efficient portfolio.
Low correlation between systematic and idiosyncratic return: we will demonstrate how the choice of regression weights has a significant role in decoupling factor from idiosyncratic returns.In this webinar, we'll equip clients with tools to simulate and prepare for different tariff-related scenarios.

Discussion Topics:

Framework for building plausible tariff escalation and de-escalation scenarios.
How to model structural breaks in trade policy using historical volatility and beta shifts.
Short-term vs long-term effects of tariff imposition/removal.
Run what-if scenarios through the platform.
Highlight key outputs: risk metrics change, VaR, contribution to volatility.

Description

In this webinar, we'll show you how to adjust portfolios to reduce downside risk and capitalize on tariff-driven opportunities.

Discussion topics:

Reducing exposure to vulnerable sectors/countries.
Incorporating macro signals into optimization constraints.
<li>Adjusting factor exposures (e.g., Quality, Low Volatility, Value) in tariff-sensitive environments.
Embedding stress scenarios directly into optimization logic.
Demonstrate how Bloomberg helps construct portfolios resilient to trade shocks.

Description

Join us to explore how to adapt your investment strategy in response to upcoming tariff changes. Using Bloomberg’s analytical tools, we’ll break down the market shifts, identify portfolio impacts, and demonstrate how to reposition effectively in the new environment.

What you’ll learn:

Market overview: Which sectors are bouncing back, and which are lagging?
Risk Change Attribution: Understand the drivers of portfolio risk changes
New Scenario Methodology
Integrating Climate Risk into portfolio analysis

Description

Join us for an interactive session showcasing Bloomberg’s new Equity Template in PORT, a powerful tool designed to help you outperform your benchmark. Learn how to combine fundamental analysis, ex-ante risk insights and attribution analytics to strengthen your investment process and uncover new alpha opportunities.

What you'll learn:

Compare portfolio quality vs. your benchmark
- Analyze fundamentals and forward estimates to assess portfolio quality.
Spot stale positions
- Identify outdated or underperforming holdings in your portfolio.
Screen the benchmark for missed opportunities
- "Keep your friends close and your enemies closer". Quickly scan for missed opportunities and attractively valued companies.
Uncover hidden risk exposures
- Use factor and risk attribution to reveal unintended exposures.

Description

We invite you to an insightful session where Jose Menchero, a leading voice in quantitative finance at Bloomberg, will dissect a critical flaw in traditional risk models—and introduce a more precise solution.

In this webinar, we’ll cover:

Why traditional risk models overstate factor risk, due to inefficient regression weights and confusion between idiosyncratic and factor risk
How the MAC3 model addresses these issues with proper regression weights and refined factor variance estimation
The benefits of MAC3 in boosting portfolio optimization efficiency and reducing spurious correlations between factor and idiosyncratic returns
Join us for this focused discussion to better understand how you can enhance risk estimation and portfolio construction with more reliable models.

Description

As the landscape of US tariffs evolves, how is it impacting your portfolio? Join us for an in-depth webinar where we explore how recent market volatility is driving portfolio risk and returns. We’ll use our Optimizer to mitigate potential tariff shifts, build interactive volatility dashboards in BQuant, and dive deep into our factor model to uncover factor correlations, returns and exposures.

Key Topics Include:

Practical portfolio reallocation strategies
Risk optimization techniques and tools for volatile markets
Scenario-based stress testing for robust investment decisions
Risk dashboards in BQuant
API access to the MAC3 VCV
Reserve your spot today to stay ahead of the curve!