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FTSE Russell

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  • The state of global equity markets through the lens of FTSE GEIS
    The state of global equity markets through the lens of FTSE GEIS
    Alec Young, managing director, global markets research and Catherine Yoshimoto, director, product managment Recorded: Mar 19 2019 41 mins
    FTSE Russell’s flagship global equity indexes, the FTSE Global Equity Index Series (FTSE GEIS) will be rebalanced as of the March 18, 2019 semi-annual index review. Through this rules-based process, the index’s eight regional components will be adjusted to reflect changes that have occurred since the last rebalance across 49 developed and emerging equity markets globally.

    Join FTSE Russell on March 19th for a discussion that will explore the global equity market landscape via a summary of trends observed and changes captured during the latest global equity index review.
  • Managing Volatility: Index approaches for a smoother ride
    Managing Volatility: Index approaches for a smoother ride
    Marlies van Boven, Managing Director, Research & Analytics, FTSE Russell; Brendan Maton, IPE Recorded: Mar 12 2019 62 mins
    When faced with market volatility, many institutional investors typically allocate a percentage of their portfolio to cash. Sitting, waiting, for the waters to calm before they dip their ‘investment toe’ back in.

    However, non-participation presents a timing risk and may mean ‘missing the boat’ when markets calm and climb.

    How can investors reduce overall portfolio risk while remaining invested? How can index-based investment approaches help investors meet their defensive objectives?

    In this webinar Marlies van Boven, PhD, Managing Director Research & Analytics, FTSE Russell examines what popular indexed-based strategies can do to help limit the impact of portfolio volatility and mitigate risk.

    • Volatility – what are the key drivers behind the current market volatility?
    • Common defensive Index based strategies. Philosophy, design and objectives
    • The Minimum Variance approach – Reducing overall portfolio volatility, while maintaining diversification
    • Assessing relative performance via Analytics + FTSE Russell’s Analytics tool
    • Q&A
  • China A Shares & Minimum Variance  - Managing Volatility via Optimization
    China A Shares & Minimum Variance - Managing Volatility via Optimization
    Join Alex Chen Associate Director, Yang Wang Director Research & Analytics FTSE Russell Recorded: Feb 26 2019 49 mins
    Increased market volatility is rarely a welcomed phenomenon; but how might investors approach a market characterised by it?
    Join Alex Chen Associate Director and Yang Wang Director Research & Analytics as they explore, with reference to their recently published paper, ‘Accessing the China A-Shares Market via Minimum-Variance Investing, in the Journal of Portfolio Management, how best to participate in the China A Shares market when looking to limit overall portfolio risk.
  • Indexing Explained: The Impact of Rebalancing
    Indexing Explained: The Impact of Rebalancing
    Rolf Agather (FTSE Russell), Michael Curtis (DWS), Sam Wright (DWS) Recorded: Feb 21 2019 49 mins
    *** Please note that this webinar is addressed exclusively to professional investors in the US. ***

    "How can I efficiently capture and maintain exposure to factors" is a common question heard by index providers and ETF issuers alike. Of equal importance, though, is how the index methodology works to maintain exposure to chosen factors over time.

    Join Rolf Agather, Managing Director, Research and Innovation, FTSE Russell
    Michael Curtis, Product Development, DWS and
    Sam Wright, Capital Markets, DWS for the latest semi-annual update on:

    - Efficiently capturing multi-factor exposure
    - The changing factor exposures within indexes over time
    - The impact of latest rebalancing on embedded factor exposures
    - Top security and sector weight changes in FTSE Comprehensive Factor Indexes
  • ESG innovation in UK Equity – Introducing the FTSE UK 100 ESG Select Index
    ESG innovation in UK Equity – Introducing the FTSE UK 100 ESG Select Index
    Christopher Bates (FTSE Russell), Fong Yee Chan (FTSE Russell), Patrick Kondarjian (HSBC) Recorded: Feb 12 2019 43 mins
    FTSE Russell is delighted to announce the launch of a new custom UK equity index, based on its ESG Ratings: The FTSE UK 100 ESG Select Index, resulting from a close collaboration with HSBC Bank’s Client Solutions Group.

    The FTSE UK 100 ESG Select Index is designed to measure the performance of the top 100 ESG-rated companies within the FTSE All-Share Index, as demonstrated by their Environmental, Social and Governance practices.

    The constituents are weighted on their investable market capitalization. The index rebalances quarterly, in line with the FTSE UK Index Series. This transparent methodology achieves index exposure to the UK equity market whilst considering the companies’ ESG Ratings.

    FTSE Russell and HSBC are delighted to invite you to join this webinar where you will gain insights into UK equity macro trends, FTSE Russell ESG Ratings, and investing in ESG via structured products.

    This webinar will cover:
    • UK Equity perspectives for 2019 and beyond
    Christopher Bates, associate director, global research, FTSE Russell

    • Integrating sustainability and ESG considerations into benchmarks
    Fong Yee Chan, senior product manager, sustainable investment, FTSE Russell

    • Meeting clients’ demand for ESG solutions & Creating an ESG index to support the transition to sustainable investments
    Patrick Kondarjian, EMEA Head of Sales, Equity Derivatives, HSBC

    • Q&A from the audience

    *** Please note that this webinar is addressed exclusively to professional investors in jurisdictions where HSBC investments or products are approved for distribution. ***
  • Managing currency risk: A half hedged approach to full international exposure
    Managing currency risk: A half hedged approach to full international exposure
    Yan Yan, FTSE Russell; Sal Bruno, IndexIQ, a New York Life Investments company Recorded: Feb 5 2019 36 mins
    *** Please note that this webinar is addressed exclusively to professional investors in the US. ***

    Join FTSE Russell and IndexIQ, a New York Life Investments company, for an overview on international equities and a discussion on managing currency volatility through passive currency hedging approaches.

    This webinar will explore:
    - Opportunities in the current international equity environment
    - Currency hedging methodology and implementation considerations
    - Managing currency volatility with passive strategies

    Speakers:
    - Yan Yan, PhD, Associate Director of Research & Analysis, FTSE Russell
    - Sal Bruno, Chief Investment Officer at IndexIQ, a New York Life Investments company

    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where IndexIQ/New York Life Investments funds or products are approved for distribution. ***
  • What are the risks and opportunities for markets in 2019?
    What are the risks and opportunities for markets in 2019?
    Philip Lawlor - managing director, global markets research; Marlies van Boven - managing director, research & analytics Recorded: Dec 6 2018 45 mins
    An examination of global market drivers and factor dynamics

    FTSE Russell will be hosting a webinar to discuss some of the key issues confronting investors next year such as:

    •Where next for the economic ,earnings and valuation cycle and an assessment of the impact of tightening financial conditions.

    •The extent to which factor behaviour is influenced by different economic regimes.
  • Factor Allocation How can investors decide on the appropriate factor allocation?
    Factor Allocation How can investors decide on the appropriate factor allocation?
    Marlies van Boven, managing director research & analytics. Vera Cady, senior research analyst, FTSE Russell Recorded: Dec 4 2018 46 mins
    Factors and factor investing continues to be the most popular index-based method of improving portfolio risk adjusted returns.
    But how should clients assess the impact of single and multi-factors indexes on their portfolios? How are return-profiles impacted by factor inclusion and other common smart beta strategies? Should clients routinely consider their overall underlying factor allocation? And how should factor allocation be assessed?
    Join Marlies van Boven, managing director Research & Analytics and Vera Cady, senior research analyst, FTSE Russell as they demonstrate how the impact of factors can be assessed in real-time via Analytics Plus, FTSE Russell’s propitiatory smart beta and factor assessment tool.
  • Investor expectations and corporate climate disclosure in Asia
    Investor expectations and corporate climate disclosure in Asia
    AIGCC, FTSE Russell, EY, Cathay Financial Holdings Recorded: Dec 4 2018 62 mins
    The Asia Investor Group on Climate Change (AIGCC) and FTSE Russell are pleased to host a webinar to discuss the findings from the report ‘Building on the base: TCFD Disclosure in Asia’, the first comprehensive guide developed by investors to look at climate change reporting by publically listed companies in Asia against the Taskforce on Climate-related Financial Disclosure (TCFD).

    AIGCC worked with EY and FTSE Russell to look at current levels of reporting by Asian companies in key industry sectors and across major markets in the region. It draws upon previously unpublished data analysis of corporate reporting on climate change and is the first report to benchmark performance against the TCFD for the region.

    This guide outlines the expectations that investors have of listed companies on their climate disclosure and is designed to provide a practical tool for investors as they work in partnership with their investee companies in Asia.

    Date: Tuesday 4th December
    Time: 3pm Taipei/HK/SG, 4pm Tokyo, 6pm Sydney, 7am London

    Speakers:
    Rebecca Mikula-Wright, Director, Asia Investor Group on Climate Change (Moderator)
    Arisa Kishigami, Head of ESG Asia Pacific FTSE Russell
    Dr Graham Sinden, Director of Climate Change & Sustainability EY
    Sophia Cheng, CIO, Cathay Financial Holdings
  • Connecting Market Signals with Factors
    Connecting Market Signals with Factors
    Alec Young, FTSE Russell; Marlies Van Boven, FTSE Russell; Mo Haghbin, OppenheimerFunds Recorded: Nov 15 2018 55 mins
    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where OppenheimerFunds are approved for distribution. ***

    How have factor strategies responded to market signals?

    Join FTSE Russell and OppenheimerFunds for a discussion on how economic and market sentiment can be used with factors to create a passive strategy that works with the market cycle.

    This webinar will explore:
    - The current macroeconomic environment
    - Efficiently using factor strategies within the market cycle
    - Performance of market cycle based factor strategies using historical market events

    Speakers:
    - Alec Young, Managing Director of Global Markets Research, FTSE Russell
    - Marlies Van Boven, Managing Director of Research & Analytics, FTSE Russell
    - Mo Haghbin, Head of Product for Beta Solutions, OppenheimerFunds

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