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1098 Documents
February 8, 2023
Analyst:
Protecting your portfolio with confidence: Our Quant team just released a report on using vanilla put options to hedge against tail risk. From measurement to portfolio construction, we cover all the key aspects of successful portfolio protection. See this new video with Ganchi Zhang. Learn more by reaching out to your db sales representative. [more]
January 23, 2023
A recent report by DB Quant Research provides an outlook for 2023, analyzing the performance of different quant strategies from both a qualitative and quantitative perspective. Utilizing scenario analysis, the report highlights which styles within equity long-short, trend following, systematic global macro and relative value are expected to perform in 2023. [more]
January 20, 2023
Analyst:
2022 was a tough, roller-coaster year for the global automotive sector. So how is the sector holding up and what could 2023 bring? Even though the global economy is heading into recession, led by the US, inflation remains a drag, and semiconductor availability is still expected to limit output, Tim Rokossa and his team expect the Auto outlook in the EU to develop somewhat differently to the US.

In this new video, Tim highlights five key trends that could shape the sector in the year ahead. [more]
January 12, 2023
Region:
Climate stress tests have emerged as a key tool for looking into the financial system’s vulnerability to climate risks. Banks’ exposure to climate risks stems from (1) physical risks that are closely related to geography, and (2) transition risks mainly from loans to carbon-intensive sectors. Exercises by the ECB and BoE suggest that banks’ credit losses in a disorderly transition would be higher than in an orderly transition scenario, and even higher in a “hot house world” with unabated global warming. Banks would be able to absorb climate-related losses due to strong capital buffers. Results are subject to data limitations and modelling constraints. So far, climate stress tests are declared learning exercises with no direct implications for capital requirements. However, supervisors are urging banks to set up a comprehensive climate risk management. [more]
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