With inflation, interest rates, and the U.S. economic outlook all in flux, corporate and government investors are rethinking how to position cash and short-duration portfolios. Shifting Fed expectations and energy market uncertainty are raising critical questions around duration, allocation, and liquidity strategy.
Join HSBC Asset Management and Clearwater Analytics on May 21 for a live market briefing that pairs macro expertise with Clearwater’s proprietary data — representing $1+ trillion in AUM across hundreds of firms. We’ll cover how investors are repositioning today, where strategies are heading, and how your portfolio stacks up against peers.
Date: May 21st
Time: 10:00 AM EST
Explore how treasurers are performing and allocating cash right now —powered by Clearwater’s proprietary data. Visit the Research Desk →
You will receive a confirmation email shortly.
What You’ll Learn
- What’s next for short-term yields and portfolio returns
- How corporates and government investors are adapting to uncertain monetary policy
- How portfolios are positioned across money market funds and short duration SMAs
- What strategies are performing based on real portfolio data
- How your portfolio performance compares to peers
Key Questions We’ll Address
- What is the outlook for the Federal Reserve, inflation, and rates?
- Are investors extending duration or staying short — and why?
- How are allocations shifting across money market funds and short duration strategies?
- Are portfolios positioned appropriately for potential downside scenarios?
- What does an optimal cash strategy look like in today’s environment?
