Curtis Evans explores the consequences of diverging monetary policies, particularly between the US and Europe, and why investors need to pay close attention to second order effects. Although growth will not be derailed this year and the Fed remains on track to raise interest rates further, markets will ultimately test the limits of this divergenceRead more >
Andrew Bosomworth and Tina Adatia explore the recent events and investigate the implications for investorsRead more >
Investors shouldn’t expect significant returns from stocks or bonds in 2015, says Global CIO Andreas Utermann, but central banks will stay accommodative enough to reflate their economies.Read more >
60 Seconds with Azad Zangana - Independent Scotland Monetary PolicyRead more >
The global economy remains stuck in a period of sub-par growth. Does this mean unconventional monetary policies adopted by the world’s central banks are failing? And does the widening in credit spreads over recent months suggest that worse is yet to come, and the global economy may fall back into recession?Read more >
US Investment Strategist Kristina Hooper tells Reuters that while the Fed’s transition to more conventional monetary policy in 2015 may be difficult, investors should still find opportunities in US stocks, especially in the technology sector.Read more >
Schroders webconference: Many absolute return bond funds have found it difficult to generate their target level of returns over recent quarters as many bond yields have fallen below zero. Alan Cauberghs, Senior Investment Director for Fixed Income, examines the tools that managers can use to generate positive absolute returns and what market conditions are required to achieve their targets in future.Read more >
We may now have reached a watershed in global central bank policy co-ordination. It remains to be seen whether the Federal Reserve will be able to leave interest rates at a level which, while appropriate for the global backdrop, may be increasingly inappropriate for the domestic US economy. In our latest webconference, Alan Cauberghs will explore whether the current uneasy truce between central banks and markets will persist and the implications for fixed income investors.Read more >
With monetary policy normalization in the US underway, managing duration exposure using short duration credit can help mitigate volatility in fixed income portfolios against a backdrop of rising rates.
Join portfolio manager Mary Bowers and product specialist Julian Moore as they explore the lesser known short duration segment within global high yield. Together, they will provide insight into:
-What exactly defines the global short duration high yield segment?
-How it can be particularly attractive in today’s markets
-Where we see the markets moving in the future
Agency mortgage-backed securities (MBS) are guaranteed by the US government and provide a spread over Treasuries. Their unique prepayment risk, provides investors with diversification benefits versus other fixed income asset classes.
GSE reform and the US Federal Reserve’s balance sheet discussions have brought the sector to the front page recently. In this 30 minute webcast John Carey, Head of the Structured Securities Team, will discuss his thoughts on how recent political and monetary policy developments will impact the agency MBS sector going forward.
Since Donald Trump’s election, breakeven inflation rates implied by yield spreads between nominal and inflation-protected Treasury securities have risen sharply in both spot and forward terms. This may reflect growing expectations for higher inflation in the years ahead.
This 30-minute webcast will discuss our thoughts on how fiscal and monetary policy developments could impact inflation and TIPS valuations going forward.
A contracting monetary policy and muted returns has the beneficiaries of the equity market rally set to change. But which factors are ripe to outperform? Find out in MarketScape.Read more >
The global cyclical pick-up of activity and inflation, the shift under way from monetary to fiscal support and political downside scenarios, present a challenge to investors looking to extract performance while navigating risks in bond markets. Charles Zerah, Fund manager of Carmignac Portfolio Global Bond, will present his investment allocation and explain how he has been able to extract performance and post a sturdy track record thanks to his unique investment philosophy and unconstrained approach.Read more >
The Health Insurance Portability and Accountability Act of 1996 (HIPAA) requires different rules in the cloud era for staying compliant when it comes to dealing with Protected Health Information (PHI). As a result, IT leaders must adhere accordingly when operating on a public cloud infrastructure, such as Amazon Web Services (AWS), to prevent potential violations and monetary fines.
In this live virtual co-panel discussion by AWS, CorpInfo, and CloudCheckr, we will explore:
- What rules affect HIPAA compliance and governance in the cloud and who must comply
- Why HIPAA compliance requires continuous monitoring and logging of network and information assets
- How to achieve HIPAA compliance with AWS HIPAA Quick Start
- Why organizations need to know and understand AWS’ Shared Responsibility Model to remain compliant in the cloud
- How tools can help validate your security posture and support auditing requirements
The Factor Research Quarterly webinar series is designed to share our most recent insights into the state of equity factors around current market events and trends. This webinar will help you think strategically about your portfolio's factor exposure and will cover:
• A 2017 outlook through a factor lens
• Uncovering the link between monetary policy and factor returns
• Current factor valuations and forecasts
Register now to get an inside look at how our top factor experts are viewing the key issues in the global market.
• Michael Hunstad, Ph.D.,Director of Quantitative Research
• Matt Peron, Head of Global Equity
After a year of strong performance for fixed income, plus expectations of tighter US monetary policy in 2017, conventional wisdom suggests that bond markets are poised for a correction. But we find lessons from 2004 that point to the contrary. Join Robert Vanden Assem and Jonathan Davis from PineBridge Investments’ Developed Markets Fixed Income team as they discuss:
- Similarities between the last rate hike cycle in 2004 and today
- What’s different this time around
- Our outlook for fixed income, as well as potential opportunities for investors
As politics continue to be the key driver of uncertainty and risk in 2017, David Coombs, Fund Manager and Head of Multi-Asset Investments at Rathbones discusses the anomalies and opportunities that active managers can exploit, both in stock selection and asset allocation.
Join us on Tuesday 24th January at 11am as David Coombs talks about the likelihood of inflation in the UK, Trumponomics and the impact of divergent monetary policy.
The Rathbone Multi Asset Portfolios have been designed for advisers seeking to generate a level of return within defined levels of risk for clients. This approach differs from most multi-asset products, which seek to maximise returns against their peers rather than being managed to a client-led volatility expectation.
Put your questions to David in advance or during the call using the ‘rate this’ tab at the top of the video screen. A recording will be available on demand after the call if you unable to join us at 11am.
Innovation Sessions 2017 #5
Poor data quality can have serious financial consequences. Regulatory fines, monetary losses from bad business decisions, and legal fees resulting from errors can add up to millions of dollars. When it comes to patient or consumer safety, bad data can cost lives.
This webinar will highlight effective steps for preventing and fixing bad data, and processes to help ensure optimum integrity in your data. Best practices in data quality and real-world success stories will be featured.
Sign up today!
The Factor Research Quarterly webinar series is designed to share our most recent insights into the state of equity factors around current market events and trends. This quarter will focus around:
-U.S. Election: volatility & performance
-Real factor exposure: is it about sectors?
-Factor valuations and forecasts
-Up next: measuring monetary policy error
Whether it’s referred to as smart beta, factor-tilts, systematic alpha, or Northern Trust Asset Management's own Engineered Equity; factor-based investing is the new paradigm in equity investing and an essential topic for sophisticated investors globally.
As part of our on - going 'What's Really Happening in Emerging market' series. We are now able to give you access to the hottest Emerging Markets topics in just 10 minutes! In this edition we will be focusing on Brazil, the host of this years Olympics.
Topics that will be explored in this webcast:
• Is the Brazilian economic activity really improving?
• What is the perspective for structural reforms and fiscal accounts?
• When will the Brazilian Central Bank start easing the monetary cycle?