Name: Yield Book Analytics Webinar – what’s new for the liquidity ratio metrics?
Start: 2019-09-25T14:00:00Z
End: 2019-09-25T14:00:48.000Z
Location: BrightTALK
Rating: 5

FTSE Russell is a leading global provider of benchmarking, analytics and data solutions for investors, giving them a precise view of the market relevant to their investment process. A comprehensive range of reliable and accurate indexes provides investors worldwide with the tools they require to measure and benchmark markets across asset classes, styles or strategies.

Join members of our Global Investment Research team, to hear the answers to key questions facing investors in fixed income markets.

Global & Regional Fixed Income Insights: Quarterly Deep Dive - EMEA/Americas

Join members of our Global Investment Research team, to hear the answers to key questions facing investors in fixed-income markets.

Global & Regional Fixed Income Insights: Your Quarterly Deep Dive - APAC region

Join members of our Global Investment Research team, to hear the answers to key questions facing investors in Canadian fixed income markets.

You will hear actionable insights on currency-adjusted performance, macro drivers, shifts in yields, spreads and curves across conventional, inflation-linked, and corporate bonds within the Canadian fixed income market. 

The discussion will draw upon key findings from our Fixed Income Insights (Canada) report, published shortly before this webinar.

Canada Fixed Income Insights

Join our Global Investment Research team to hear the answers to key questions facing equity factor investors.  Get actionable insights on performances, industry exposures, macroeconomic rotation drivers and valuations across factors from a global and regional perspective.

The discussion will draw upon key findings from our quarterly Market Maps Equity Factor Insights report.

Equity Factor Insights - Your Quarterly Deep Dive: EMEA/Americas Timezone

Equity Factor Insights - Your Quarterly Deep Dive: APAC Timezone

Join Lee Clements, Head of Applied Sustainable Investment (SI) Research at FTSE Russell and Evan Liu-MacNeaney, ESG Specialist, Europe, Vanguard Asset Management Ltd for the first in a series of quarterly SI insights webinars.  You will hear a review of investment outcomes through the lens of FTSE Russell sustainable investment index strategies including global equities, fixed income and our TPI Climate Transition indices, and answers to key questions facing sustainable investment in 2023 such as:
• What impact are current macro-economic uncertainties having on different sustainable investment strategies?
• Are these uncertainties impacting the clean energy roll out?
• How are sustainable investors reacting in the current market?

The discussion will draw upon key findings from our quarterly Sustainable Investment Insights report published shortly before this webinar.

Sustainable Investment: Strategy outcomes for equities and fixed income

Join Lee Clements, Head of Applied Sustainable Investment (SI) Research at FTSE Russell and Evan Liu-MacNeaney, ESG Specialist, Europe, Vanguard Asset Management Ltd for the first in a series of quarterly SI insights webinars.  You will hear a review of investment outcomes through the lens of FTSE Russell sustainable investment index strategies including global equities, fixed income and our TPI Climate Transition indices and answers to key questions facing sustainable investment in 2023 such as:
• What impact are current macro-economic uncertainties having on different sustainable investment strategies?
• Are these uncertainties impacting the clean energy roll out?
• How are sustainable investors reacting in the current market?

The discussion will draw upon key findings from our quarterly Sustainable Investment Insights report published shortly before this webinar.

US equities: We analyse Q3, to give you insights for Q4. iShares & FTSE Russell

US equities: We analyze Q3, to give you insights for Q4. iShares & FTSE Russell

FTSE Global Choice Index Series serves as benchmarks to Vanguard’s values-aligned ETFs.

FTSE Global Choice Index Series is a market-capitalization-weighted index series employing a transparent rules-based methodology. The series is designed to help investors align their investment choices with their values by applying screens in three Product categories and two Conduct categories related to how companies affect society and the environment.

The Global Choice framework allows investors to align their investment choices with their values by enabling them to invest in companies that are carefully screened for product- and conduct-related issues. Once the stock universe is screened for undesirable characteristics, the index is constructed transparently using market-capitalization weights.

Join experts from Vanguard and FTSE Russell as they discuss:
• Index construction: Product-related screening and conduct-related screening
• Implementing an individual values-based portfolio strategy via ETFs

**Please note that this webinar is addressed exclusively to investors in EMEA and/or jurisdictions where Vanguard products are approved for distribution. The ETFs presented are not sponsored, endorsed, issued, sold or promoted by FTSE Russell or LSEG. Nor do FTSE Russell or LSEG make any representation regarding the advisability of investing in any of the products. Vanguard is not affiliated to FTSE Russell or LSEG.**

Aligning investment choices with values [a webinar with Vanguard]

Join our webinar for analysis on the global macro backdrop, equity and fixed-income markets, and cross-asset comparisons with members of our Global Investment Research team who will examine financial market drivers, including:

• Growth, inflation, monetary policy expectations and financial conditions
• Deep dive into various equity markets
• Factor rotation 
• Credit markets
• Alternative asset classes
• The status of market sentiment

The discussion will draw upon key findings from our Performance Insights, Fixed Income Insights, Asset Allocation Insights and other reports, research papers and market commentary published shortly before this webinar.

Global financial markets outlook: EMEA/Americas Timezone

Global financial markets outlook: APAC Timezone

"QARP": Quality at a Reasonable Price

Join us for this educational webinar, as our presenters will discuss the following:
• The Russell 1000 Index and factors
• Overview of the Xtrackers Russell 1000 US QARP ETF
• Performance story overall or possibly in certain markets that resemble the markets of today
• Outlook for the strategy
• Implementation examples using QARP in a model
• How it fits with core equity allocations and/or pairs with other tilts

Speakers: 
- Rusty Vanneman, CFA, CMT, BFA, Chief Investment Officer, Orion
- Sean Edkins, CIMA, Senior Xtrackers Sales Specialist, DWS
- Ryan Giannotto, CFA, Manager, Equity Index Research, FTSE Russell 

**Please note that this webinar is addressed exclusively to investors in the US and/or jurisdictions where DWS products are approved for distribution. The ETFs presented are not sponsored, endorsed, issued, sold or promoted by FTSE Russell or LSEG. Nor do FTSE Russell or LSEG make any representation regarding the advisability of investing in any of the products. DWS is not affiliated to FTSE Russell or LSEG.**

The Rationale for Quality Stocks at a Reasonable Price

In today's ever-changing global financial landscape, REST APIs have emerged over XML and other API protocols as the linchpin of innovation. By enabling unprecedented efficiency gains through simplicity and flexibility, REST API has resulted in a radical transformation of traditional workflows and desktop-based solutions. However, along with its potential, unique challenges and hidden opportunities can also present themselves within REST API when trying to optimize workflows around specific use cases. 
 
LSEG's Analytics API, built upon Yield Book’s REST API framework, is changing the way that security-level pricing, risk management and instrument analysis is conducted. The Analytics API is the connective tissue of modern finance, enabling more data-driven decisions, greater optimization of portfolio management strategies, and surfacing new ideas and opportunities by leveraging multi-asset class analytics through a single access point. 
 
This webinar will discuss: 
• Unlocking the value of LSEG's Analytics API solution over other API protocols. 
• Leveraging the new combined power of Yield Book’s and Refinitiv’s extensive multi-asset analytics libraries and advanced pricing models to your advantage. 
• Catching up on some of the latest enhancements to LSEG’s Analytics API, such as improved job management and data extraction operations, as well as examples of some potentially under-utilized features that will help you to further optimize your workflows. 

Presented by:
Samuel Schwalm, Director, Enterprise Pricing Analytics Proposition  
Pooja Mani, Senior Manager, Software Development
Yair Lenga, Director, Yield Book Core
Connor Pumm, Analytics Solutions Specialist
Michael Kovacs, Analytics Product Lead, Director - Moderator

The future for Analytics delivery: the multi-asset Analytics API

Join members of our Global Investment Research team, to hear the answers to key questions facing investors in fixed income markets:

• Does the recent inflation shock mean the era of zero interest rates is over? 
• Have markets re-entered a world of higher policy rates in which investor focus will shift away from duration, and back to maximising carry, yield and re-investment income?
• How would a deep debt deflation in China impact the global fixed income outlook?
• Do labour shortages and steeper Phillips curves mean central banks will be forced to raise inflation targets, to prevent deep recessions?

You will hear actionable insights on global yield curves and credit spreads, across sovereign, inflation-linked and corporate indices, and FX-adjusted return performance using data from our global fixed income indices. 

The discussion will draw upon key findings from our Fixed Income Insights report published shortly before this webinar.

Global & Regional Fixed Income Insights: quarterly deep dive - EMEA/Americas

Immaculate disinflation, or a return to the Goldilocks era?

2024年1月に開始される新NISAに向け各運用会社の取り組みが活発化しており、とりわけインデックス・ファンド市場に注目が集まっています。長期の資産形成に向けて個人投資家の増加が期待される中で、運用会社にはどのような対応が求められているのでしょうか。

本ウェビナーでは、インデックス・ファンド市場の現状と課題を考えながら、米国大型株の代表的なインデックスであるRussell 1000米株インデックスを深堀し、長期の安定的なパフォーマンス実現に向けた新たな選択肢をご提案します。お忙しい時期とは存じますが、皆様のご参加をお待ちしております。

アジェンダ
• 長期の安定的なパフォーマンス実現に向けて
• 次世代の大型IPO銘柄を迅速に取り込むために
• 米国大型株の代表的ベンチマーク：Russell 1000 米株インデックスの特長

日本語逐次通訳付。

Russell 1000米主要株指数がNISAに最適な3つの理由

Physical climate risks are significantly impacting issuers, investors and borrowers across the US; GSEs are holding an estimated $6trn in debt that does not price flood risk*, and large home insurers are withdrawing from key states exposed to wildfires and hurricanes to limit losses**, leading to a rise of 21% in home insurance costs to US home-owners since 2015, difficulty in obtaining mortgages and widespread reliance on insurers of last resort.

Measuring and understanding your holdings’ risks to these hazards is therefore of key importance, and we are pleased to announce our launch of our Physical Climate Risks in MBS solution to help.

The webinar will discuss:
• The importance and impact of considering physical climate risks in property risk assessments 
• Global climate models – what are they, and how to use exposures in a financial context
• Our recent research showing the significant impact of inland flooding on prepayment speeds and valuation in CMBS.

Hosted by Katie Prideaux, Director, Sustainable Investment Analytics, joined by our guest speakers:
• Josh Gilbert, CEO at Sust Global
• Malea Figgins, Research Analyst at TCW Group
• Loy Weng, Senior Quantitative CMBS Researcher at Yield Book Analytics, An LSEG Business

* Mortgage Finance and Climate Change: Securitization Dynamics in the Aftermath of Natural Disasters (nber.org)
** Insurers withdraw from riskiest areas as threats from climate change grow: NPR

Wildfires, floods and hurricanes: Climate chaos’ unexpected impact on MBS

FTSE Russell is delighted to announce the licensing of the Russell 2000 Index to the Tokyo Financial Exchange (TFX) for the launch of Russell 2000-based CFDs.

Year after year, the Russell 2000 Index sets the standard for US small cap equity measurement. The Index provides a pure and objective exposure to small cap stocks. Its transparent methodology, annual reconstitution and the quarterly additions of IPOs ensure that small cap stays small.

- The right derivatives strategy starts with the right index - 

**TFX CFDs are not sponsored, endorsed, issued, sold or promoted by FTSE Russell or LSEG. Nor do FTSE Russell or LSEG make any representation regarding the advisability of investing in any of the products. TFX is not affiliated to FTSE Russell or LSEG.**

Tokyo Financial Exchange (TFX) launches Russell 2000-based CFDs. Watch now!

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.

Yield Book Analytics Webinar – what’s new for the liquidity ratio metrics?

Fixed Income

Investment Management

Financial Management

Financial Planning

Bonds

Analytics

Wealth Management

Risk Management

Yield

Investment Strategies

Welcome to the UK wealth managers community on BrightTALK! Join thousands of UK wealth managers on BrightTALK to share and learn about wealth planning, the best investment funds and more. Browse hundreds of on-demand webinars and videos presented by recognized wealth management professionals and increase your engagement by participating in live interactive webinars.

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Join this highly engaged community of UK financial advisers as they share peer-to-peer best practice advice. Find content related to investment and economics, better business practices, client acquisition and client referrals for financial advisors, as well as tax and pension advice. Further the engagement by presenting and participating in live interactive webinars and videos.

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Welcome to the US financial advisor community on BrightTALK. Join the community to learn alongside thousands of financial advisors and registered investment advisors. Access relevant and timely content on investment products and strategies, regulations and compliance and the market landscape. You can also find practice management insights on topics such as client acquisition and retention, life planning, marketing and social media best practices.

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Welcome to the US wealth managers community on BrightTALK. Join this community to hear industry experts share market, compliance, legal, tax and fund updates and analysis. You can also find helpful tips on financial planning, asset allocation, portfolio management and engaging and retaining high net-worth (HNW) clients.

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Institutional Investors

Get powerful banking and treasury insights for your business. Connect with experts and colleagues to get the most up-to-date knowledge on hot topics such as digital banking, payments disruption and non-bank competition. Learn how the latest treasury management strategies are helping to mitigate operational, financial and reputational risk.

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Yield Book Analytics Webinar – what’s new for the liquidity ratio metrics?

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