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The growing importance of ETFs for business markets (and academic research)

Learn about the importance of ETFs for business markets and academic research and how to access data and insights on this critical asset type.
Recorded Nov 7 2018 39 mins
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Presented by
Richard Radnay - Director, Information Services, XTF.com & Neel Gandhi - Product Manager, Mergent Inc.
Presentation preview: The growing importance of ETFs for business markets (and academic research)
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  • FTSE Russell Global Markets Research Investment Outlook: It's a 'Show Me' Market Oct 29 2019 3:00 pm UTC 60 mins
    Alec Young, Managing Director, Global Markets Research
    A live event presented by Alec Young, Managing Director, Global Markets Research.

    Alec will provide a global macroeconomic update and its asset allocation implications global equities, credit and alternatives.

    This webinar will cover:
    •Are recession fears overblown?
    •With the cost of capital already at record low, can Fed rate cuts
    really revive growth?
    •US/China trade – How to separate signal from noise?
    •What are the major asset allocation implications of a strong dollar?
    •With valuations historically elevated, what are the best risk adjusted opportunities across equities, credit and alternatives?
  • Yield Book Analytics Webinar: Tax considerations for municipal bond analytics Oct 23 2019 2:00 pm UTC 60 mins
    Mikhail Bezroukov, Analytics Product Manager and Yu Zou, Quantitative Analyst Director
    Please join us on Wednesday, October 23, for an interactive webinar about Yield Book analytics: Tax considerations for municipal bond analytics.

    Given the tax considerations and unique dynamics of the municipal bond markets, traditional bond analytics may not accurately capture market behavior. To improve upon traditional bond analytics for the muni market, Yield Book offers tax-adjusted analytics to ensure accurate and complete coverage of your municipal bond universe.

    The webinar will cover:
    •Background and requirements for municipal bond tax considerations
    •Description of the methodology for Yield Book tax-adjusted Yield, OAS, effective durations and partial durations
    •In-depth look at tax-adjusted scenario analysis for more accurate municipal bond risk assessment
    •How-to access the metrics in Yield Book
  • The FTSE Russell Q3 Factor Performance Review Recorded: Oct 16 2019 28 mins
    Philip Lawlor, Managing Director Global Markets Research, Marlies van Boven, Managing Director, Research
    Following the publication of our Q3 Global Markets Research Factor Indicator report we are hosting new quarterly webinars, hosted by Philip Lawlor, Managing Director Global Markets Research to discuss some of the report’s key observations.

    During the webinar we will;
    Examine how factors have performed across the regions
    Apply perspective to the recent rotation from Momentum into Value

    We will close the webinar with a Q&A session.

    Please join us for our first quarterly factor performance review.
  • What's Smart about Smart Beta? Recorded: Oct 10 2019 55 mins
    Andy Dougan, director research & analytics, Jake Bambridge head of product marketing alt weighted indexes
    Smart Beta and Factor Tilts are sometimes treated as though they are distinct entities. The consensus is that the factor exposures of Smart Beta indexes drive their performance outcomes, however there continues to be a debate regarding whether there is additional, incremental alpha associated with the mere act of re-balancing or use of non-market capitalisation weighting schemes.

    In this webinar we demonstrate that the performance of the “big three” smart beta indexes, Equal Weight, Fundamental Weighting and Minimum Variance are driven solely by their factor exposures.

    We do this by replicating their factor exposures by applying a set of factor tilts to a set of Market Capitalization weights. We find that replication of factor exposures replicates performance outcomes. Therefore we demonstrate that these Smart Beta portfolios are indeed types of factor indexes with multiple and variable factor exposures.

    Stripped of incremental alpha, what remains as potentially “smart” about Smart Beta is the size and nature of the factor bets taken. After all, we still have to build a Smart Beta portfolio to determine just what factor exposures to replicate with a “dumb” factor index. Or do we?

    We demonstrate that the time varying magnitude of factor exposures of Equal Weighted and Fundamental indexes are given by simple measures of cross-sectional dispersion of factor values. A minimum variance portfolio is more complex, but when approximated by an (inverse) risk weighted portfolio an equivalent dispersion measure may be derived for the level of factor exposure.

    In conclusion we demonstrate these Smart Beta indexes are a subset of factor indexes whose factor exposures are simply determined by the cross-sectional dispersion of factor values.
  • Yield Book Analytics Webinar – what’s new for the liquidity ratio metrics? Recorded: Sep 25 2019 49 mins
    Mikhail Bezroukov, Analytics Product Specialist
    The Yield Book is offering a new Liquidity Ratio metric that is able to incorporate both traded price and volume informationm, as well as adjust for yield curve and sector-wide movements. The suite of liquidity metrics is calculated daily and made available through multiple delivery channels, including the Yield Book, Add-In, and API for USD-denominated bonds. Historical data is available for a 5-year period, which allows backfill of significant datasets to create an internal golden source for liquidity calculation as well as backtest historical portfolio liquidity.The webinar will take a closer look at liquidity metrics and transaction-level approaches to liquidity ratio analytics within fixed income markets.

    The Webinar will cover:
    - The measure produces intuitive results allowing for comparison across bonds and market
    - Scalable measure that can be extended to global fixed income markets, beginning with coverage of the US corporate bond universe
    - Innovative approaches to infer a liquidity score for bonds that do not have observed trades

    Our live webinar will be hosted by Mikhail Bezroukov, Analytics Product Specialist.
  • The state of global equity markets through the lens of FTSE GEIS Recorded: Sep 24 2019 47 mins
    Penny Ning Pan, Catherine Yoshimoto, and Alec Young
    FTSE Russell’s flagship global equity indexes, the FTSE Global Equity Index Series (FTSE GEIS) will be rebalanced during the September 23, 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 across 49 developed and emerging equity markets globally.

    Join FTSE Russell on September 24th 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 rebalance. A review of FTSE Russell’s phased approach to including China A Shares in FTSE GEIS will also be provided.
  • Keynote: The Development of Passive Investment in Europe Recorded: Sep 23 2019 35 mins
    Riccardo Rebonato, EDHEC Business School | Ashley Fagan, Amundi | Tom Eckett, ETF Stream
    Presentation of the results of the EDHEC-Risk European ETF Survey 2019

    Panelists: Riccardo Rebonato, PHD, Professor of Finance, EDHEC Business School
    Ashley Fagan, Global Head of ETF, Indexing & Smart Beta Strategic Clients & UK/IE Strategy & Distribution, Amundi
    Tom Eckett, Senior Writer, ETF Stream
  • Panel 4: Fixed income ETFs 2.0: What do the new breed of products look like? Recorded: Sep 23 2019 27 mins
    David Stevenson, ETF Stream | Irene Bauer, Algo-Chain
    With BlackRock controlling over 60% of the fixed income ETF market in Europe, ETF providers are moving away from the traditionally passive space that is dominated by the bigger players. Fixed income smart beta, credit default swaps and fallen angel ETFs, to name but a few, are quickly developing areas, however, are they viable investment options and do investors need them?

    Moderator: David Stevenson, Editor-in-Chief, ETF Stream
    Panellists: Irene Bauer, CIO Twenty20 Investments, Co-Founder Algo-Chain
  • Panel 3: Investigating the increasing demand in fixed income ETFs Recorded: Sep 23 2019 37 mins
    Tom Eckett, ETF Stream | Jose Garcia-Zarate, Morningstar Europe | James McManus, Nutmeg
    Global assets in fixed income ETFs recently surpassed $1trn however, many believe the asset class is only just getting started. ETFs still account for less than 5% of the entire fixed income market so the growth potential is huge. This panel will explore current investor behaviours and the different ways they are gaining exposure to the asset class.

    Moderator: Tom Eckett, Senior Writer ETF Stream

    Panellists: Jose Garcia-Zarate, Associate Director, Passive Strategies Research, Morningstar Europe
    James McManus, Head of ETF Research, Nutmeg
  • Big Call: Fixed Income - Session Two Recorded: Sep 23 2019 100 mins
    See sessions for speaker details
    Broadcast live from London Stock Exchange’s auditorium:

    Join the following session LIVE from the London Stock Exchange and listen to the presentations without leaving your office.

    What do investors need to understand as they start to buy into fixed income ETFs?

    Session Two Agenda (all times in BST and are approximate):

    10:55am: Panel 3: Fixed income ETFs: Investigating the increasing demand
    Panel 3: Investor spotlight: Investigating the increasing demand in fixed income ETFs
    Moderator: Tom Eckett, Senior Writer ETF Stream
    Panellists: Jose Garcia-Zarate, Associate Director, Passive Strategies Research, Morningstar Europe; James McManus, Head of ETF Research, Nutmeg; Jessica Singleton, Fixed Income Index Product Development & Strategy, DWS

    11:30am: Panel 4: Fixed income ETFs 2.0: What do the new breed of products look like?
    Moderator: David Stevenson, Editor-in-Chief, ETF Stream
    Panellists: Irene Bauer, CIO Twenty20 Investments, Co-Founder Algo-Chain; Matt Brennan, Fund Manager, AJ Bell; Silvia Bosoni, Head of Italy ETFs, ETPs and open-end Funds, Listing and Market Development, Capital Markets, London Stock Exchange Group


    12:05pm: Keynote: The Development of Passive Investment in Europe: presentation of the results of the EDHEC-Risk European ETF Survey 2019
    Speaker: Riccardo Rebonato, PHD, Professor of Finance, EDHEC Business School; Ashley Fagan, Global Head of ETF, Indexing & Smart Beta Strategic Clients & UK/Ireland Strategy & Distribution, Amundi

    12:35 Closing Remarks


    *** Please note that this webinar is addressed exclusively to professional investors in Europe and/or jurisdictions where the funds or products are approved for distribution. ***
  • Fireside Chat: What next for strategic bond investors? Recorded: Sep 23 2019 26 mins
    David Stevenson, ETF Stream | Jim Leaviss, M&G Global Macro Bond Fund
    David Stevenson, Editor-in-Chief, ETF Stream & Jim Leaviss, Head of Fixed Income (Mutuals Funds), Fund manager M&G Global Macro Bond Fund
  • Panel 2: New ideas in the search for yield Recorded: Sep 23 2019 34 mins
    Jeffrey Sacks, Citi Private Bank | Henry Cobbe, Elston Consulting | Paul Syms, Invesco | Stephen Isaacs, Alvine Capital
    With the Federal Reserve almost certain to cut interest rates later this year, investors who want a steady yield are being forced to turn away from government bonds and look at other options. Gone are the days when the 10-year US Treasury paid you 7%, instead, the 10-year German Bund is being auctioned for -0.24%. In this low yield environment, investors are being forced to other parts of the market however, this presents significant risks so late in the cycle. This session explores some new ways investors can approach the never-ending search for a greater risk-return profile.

    Moderator: Jeffrey Sacks, Citi Private Bank, Head - EMEA Investment Strategy

    Panellists: Henry Cobbe, Head of Research, Elston Consulting
    Paul Syms, Head of EMEA ETF Fixed Income Product Management, Invesco
    Stephen Isaacs, Chairman of the Investment Committee, Alvine Capital
  • Panel 1:Central banks and trade wars: What fundamentals are driving fixed income Recorded: Sep 23 2019 22 mins
    Ed Bowsher, ETF Stream | Chris Peel, Tavistock Wealth
    Bonds have bounced back in terrific fashion this year as central banks turned away from their hawkish policies following the wobble in Q4 2018. As the Federal Reserve continues to release dovish signals to the market, investor appetite is increasing for riskier parts of the market. However, is this a wise idea so late in the cycle?

    The ongoing trade war between the US and China combined with the evergreen risk of another eurozone crisis makes navigating the bond market a tricky prospect even for the most skilled investor.

    Moderator: Ed Bowsher, Senior Writer, ETF Stream

    Panellists: Chris Peel, CIO, Tavistock Wealth
    Jean-Paul Jaegers, Head of Asset Allocation, Barclays Investment Solutions
  • Big Call: Fixed Income - Session One Recorded: Sep 23 2019 119 mins
    See sessions for speaker details
    Broadcast live from London Stock Exchange’s auditorium:

    Join the following session LIVE from the London Stock Exchange and listen to the presentations without leaving your office.

    What do investors need to understand as they start to buy into fixed income ETFs?

    Session One Agenda (all times in BST):

    8:30am Opening Keynote: FTSE Russell Global Markets Research - Developed and emerging market bonds in a low interest rate world
    Speaker: Robin Marshall, Director, Bond Research, FTSE Russell

    8:55am Panel 1: Central banks and trade wars: What fundamentals are driving fixed income markets?
    Moderator: Ed Bowsher, Senior Writer, ETF Stream
    Panellists: Chris Peel, CIO, Tavistock Wealth
    Jean-Paul Jaegers, Head of Asset Allocation, Barclays Investment Solutions

    9:30am Panel 2: New ideas in the search for yield
    Moderator: Jeffrey Sacks, Citi Private Bank, Head - EMEA Investment Strategy
    Panellists: Henry Cobbe, Head of Research, Elston Consulting
    Paul Syms, Head of EMEA ETF Fixed Income Product Management, Invesco
    Stephen Isaacs, Chairman of the Investment Committee, Alvine Capital

    10:05am Fireside Chat with M&G’s Jim Leaviss: What next for strategic bond investors?
    David Stevenson, Editor-in-Chief, ETF Stream & Jim Leaviss, Head of Fixed Income (Mutuals Funds), Fund manager M&G Global Macro Bond Fund

    10:25am Networking Break (end of first session)


    *** Please note that this webinar is addressed exclusively to professional investors in Europe and/or jurisdictions where the funds or products are approved for distribution. ***
  • What’s in a weighting scheme? Recorded: Sep 11 2019 55 mins
    Lingjuan Ma, senior analyst, FTSE Russell , Jake Bambridge head of product marketing, Smart Beta & Factors
    Examining the fundamental relationship of weighing schemes and factor exposure.
    Join Lingjuan Ma senior analyst at FTSE Russell, for an exploratory webinar where she will address the link between Size exposure, investment capacity and levels of diversification of seemingly distinct portfolio weighting schemes of equal weighting, market capitalization and inverse market capitalization.The webinar will go on to examine the investment implications of size exposure across the size spectrum.
  • Analytical Insights for Agency Credit Risk Transfer Deals Recorded: Jul 30 2019 25 mins
    David Craft and Jake Katz
    Please join The Yield Book by FTSE Russell on Tuesday, July 30, for an interactive webinar titled "Analytical Insights for Agency Credit Risk Transfer Deals". This webinar is designed to provide you an overview of The Yield Book by FTSE Russell's coverage of the Credit Risk Transfer (CRT) Program.

    In 2012 the Federal Housing Finance Agency (FHFA) initiated a plan to reduce Fannie Mae’s and Freddie Mac’s overall risk. A market for Credit Risk Transfer (CRT) securities developed in 2013 with the introduction of structured debt issuances, known as Structured Agency Credit Risk (STACR) for Freddie Mac, and Connecticut Avenue Securities (CAS) for Fannie Mae.

    The Yield Book by FTSE Russell has supported both STACR and CAS securities since their introduction and the applications include market-tested models as well as a powerful calculation engine to analyze these securities.

    In this webinar, we will cover:
    •A demonstration of The Yield Book's capabilities for analyzing CRTs, including prepayment dials and macro-economic adjustments
    •Models for analyzing CRTs including our agency prepayment model, stochastic HPA model, delinquency, default, and loss severity models
    •Daily reporting, scenario analysis, and performance monitoring for CRTs

    Our live webinar will be presented by David Craft, senior vice president, business development, The Yield Book by FTSE Russell and Jake Katz, director, mortgage research, The Yield Book by FTSE Russell.
  • Comprehensive Factor performance under the microscope Recorded: Jul 25 2019 53 mins
    Alex Severis, smart beta product manager (FTSE Russell); Robert Bush, head of US product strategy (DWS)
    As factor investing becomes more popular, questions regarding performance and factor valuations are increasingly common. Despite seemingly simple questions, answers can be far from straightforward. In a recent research paper published by FTSE Russell it had been concluded that as with individual stocks, there is no definitive valuation metric which provides a clear answer, and different valuation metrics may well result in different conclusions.

    Join experts from FTSE Russell and DWS as they review how tilt-tilt indexes work, analyse various factor indexes and discuss top/bottom contributors and detractors from a factor, sector, single stock, country or currency perspective.

    Prior to joining this webinar, discover FTSE Russell’s factor indexes: ftserussell.com/index/spotlight/smart-beta-factor-indexes

    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where DWS funds or products are approved for distribution. ***
  • FTSE Russell Global Markets Research: Second Half Investment Outlook Recorded: Jul 24 2019 59 mins
    Alec Young
    FTSE Russell's Q3 Global Markets Research: Second Half Investment Outlook Webinar.

    A live event presented by Alec Young, Managing Director, Global Markets Research. Alec will provide a global macroeconomic update and its asset allocation implications global equities, credit and alternatives.

    This webinar will cover:

    •US and global economic update – What lies ahead for the global economy?
    •Financial conditions & Fed monetary policy - Will the Fed live up to investors’ dovish expectations?
    •US and international earnings update – How realistic is a second half earnings growth rebound?
    •US and international valuation update – Exploring relative value opportunities?
    •Actionable asset allocation implications across global equities, credit and alternatives
  • 2019 Smart Beta Survey Results - Live Studio Panel Discussion Recorded: Jul 11 2019 64 mins
    Rolf Agather, Managing Director, Research & Innovation, FTSE Russell
    Join Rolf Agather, Managing Director Research and a select panel of investment experts as they examine some of the key findings from the 2019 Smart beta survey from the studios of the London Stock Exchange.

    This year the panel will also discuss the results our special 'Smart Sustainability' report, which looks at the impact of ESG on Smart beta.

    This year we are delighted to be joined by;

    Owen Thorne, Investment Manager, Merseyside Pension Fund
    Erick Weis, Senior Portfolio Manager – Quantitative Management, Ohio Public Employees Retirement System
    David Barron, Head of Index Equity & Smart Beta, Legal & General Investment Management
    Bryon Lake, Head of International ETFs, J.P. Morgan Asset Management

    Both reports available on registration
  • Kuwait Upgrade | Managing Transition to Emerging Markets Recorded: Jul 4 2019 34 mins
    Abdullah Al Busairi, KMEFIC, Gary Rynhoud, FTSE Russell
    Following MSCI's decision to upgrade Kuwait to Emerging Market status, and estimated $2.8 Billion of passive flows will be directed to the Gulf state. In this webinar, Kuwait & Middle Eastern Financial Investment Company joins HANetf to give a local perspective on this important development and index provider, FTSE Russell explain their methodology and approach.
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  • Title: The growing importance of ETFs for business markets (and academic research)
  • Live at: Nov 7 2018 4:00 pm
  • Presented by: Richard Radnay - Director, Information Services, XTF.com & Neel Gandhi - Product Manager, Mergent Inc.
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