Name: Fixed Income Performance Review and Insight.
Start: 2020-05-12T09:00:00Z
End: 2020-05-12T09:28:12.000Z
Location: BrightTALK
Rating: 0

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.

Hear actionable insights on global and regional equity factor performances, sector exposures, rotation drivers and macro sensitivities in the third quarter. 

We will discuss:

• Factors that held up best in the troubled global markets of Q3, and those which failed
• The sectors that had the biggest performance impact
• The drivers of the divergent behaviour of some factors from global patterns
• Where factor valuations and the Quality/Value premium stand today

Our discussion will draw upon key findings from our quarterly Market Maps Equity Factor Insights report, being published shortly before this webinar

Equity factor behaviour during the Q3 market turmoil

The FTSE Russell Sustainable Investment Summit on 19th October 2022 will have key experts talk about the recent trends in Sustainable Investment Fixed Income (SIFI), how EU climate benchmarks need to develop further to meet investors net zero objectives, role of regulation in climate investing, and how asset owners are implementing climate strategies.

Agenda:
9:00am - 9:10am: Opening Remarks by Sylvain Chateau, Global Head of Sustainable 
                                   Investment, Product Management, LSEG
9:10am - 10:00am: Fireside chat: One-year since COP26, how have things changed? 
                                     - Faith Ward, Chief Responsible Investment Officer, Brunel Pensions 
                                       Partnership Limited
                                     - Aled Jones, Head of Sustainable Investment Europe, FTSE Russell
10:00am - 11:00am: Transition Pathway Initiative (TPI) and Climate Investing: Progress vs. 
                                       Challenges 
                                       - Prof. Simon Dietz, Research Director, Transition Pathway Initiative 
                                         (TPI) Centre
                                       - Solange Le Jeune, Director, Sustainable Investment Products, FTSE 
                                         Russell
11:00am - 11:30am: Findings of the Q3 2022 Sustainable Investment Insights Report by 
                                       Marlies Van Boven, Head of Global Investment Research, EMEA, LSEG
11:30am – 12:00pm: Trends & challenges in implementing sustainability in fixed income 
                                       portfolios and how FTSE Russell approaches SIFI by Zarina Nasib, 
                                       Senior Product Manager, Sustainable Investment, LSEG

There may be minor delays in start time and end time as this is a live event. Thank you for your patience.

FTSE Russell Sustainable Investment Summit 2022

米国株式市場の主要なインデックスとして広く活用されているRussell米国株インデックス。今回は各種サイズ別インデックス、スタイル・インデックス、ESGインデックスなどを取り上げ、それぞれの特徴をご紹介いたします。また各スピーカーの皆様からは、最近のバリュー投資回帰のトレンドや、米国株式市場の多様性、投資家動向などについてもご紹介いただきます。

Russell米国株インデックス - 多様な投資家ニーズに応えるインデックス・ファミリー

Where can we draw the line between fact-checking and censorship? In this week’s episode of FTSE Russell Convenes, Marina Niessner, Visiting Associate Professor of Finance at Wharton Business School, talks about free speech, how the ways we digest news have changed and if social media algorithms are increasing polarisation.

Fake news, social media and investing | Marina Niessner | FTSE Russell Convenes

Will inflation get reined in? In this episode of FTSE Russell Convenes, Rob Arnott, Founder and Chairman of the Board at Research Affiliates, talks about the rise of indexing, why not all inflation is created equal and how to assess the potential long-term impacts of geopolitical tensions.

Value investing is back | Rob Arnott | FTSE Russell Convenes

How can you diversify against inflation? In this episode of FTSE Russell Convenes, Katherine Molnar, CIO at Fairfax County Police Officers Retirement System, and Andrew Spellar, CIO at Fairfax County Employees Retirement System, discuss their inflation protection strategy and what to consider when constructing a portfolio.

Diversifying against inflation | Fairfax County CIOs | FTSE Russell Convenes

How will the regulation of digital assets develop? In this episode of FTSE Russell Convenes, Agnes Budzyn, Co-Founder and Managing Partner at SFI, discusses the latest NFT trends, how regulation will adapt alongside digital assets and the future of the Metaverse.

Investing & building in Web 3 | Agnes Budzyn | FTSE Russell Convenes

Will de-globalization exacerbate geo-political tensions? In this episode of FTSE Russell Convenes, Alexander Kazan, Chief Commercial Officer at Eurasia Group, discusses the geo-political risks we are currently facing and the global impacts they could have on economies.

Are we deglobalizing? | Alex Kazan, CCO, Eurasia Group | FTSE Russell Convenes

How close are we to a digital dollar? In this episode of FTSE Russell Convenes, Neha Narula, Director of the Digital Currency Initiative at MIT Media Lab, discusses the potential risks of stablecoins, the security issues surrounding digital assets and how different countries are approaching digital currencies.

Cryptocurrency vs. CBDC | Neha Narula, MIT Media Lab | FTSE Russell Convenes

In this episode of FTSE Russell Convenes, Austan Goolsbee, Robert P. Gwinn Professor of Economics at Chicago Booth, discusses to what extent he thinks supply shocks contributed to inflation, the link between inflation and income inequality, and how a decline in legal immigration has impacted labour force growth.

The monetary dilemma | Austan Goolsbee | FTSE Russell Convenes | Season 2

Charles Van Vleet is no stranger to difficult markets, having spent his entire career in the banking and asset management world. Now, as CIO of Textron, he imparts decades of wisdom on how to navigate the choppy waters we find ourselves in today. Charles talks about his outlook on equities, the niche area of fixed income he finds very attractive right now and which digital assets he thinks are a zero versus those that are really here to stay.

Where to invest now | Charles Van Vleet | FTSE Russell Convenes | Season 2

Founded in 2002, Research Affiliates® (“RAFI”) has been a leader in smart beta and asset allocation for 20 years. Since 2005, FTSE Russell has worked with Research Affiliates to bring its philosophy to life through indexes. Please join the conversation with Rob Arnott, Founder and Chairman of the Board of Research Affiliates and Indrani De, Head of Global Investment Research, FTSE Russell as our speakers look at the principles of contrarian investing and disciplined rebalancing in today’s market environment.

With more than $90 billion in assets under management benchmarked to the RAFI indexes calculated by FTSE Russell, the RAFI fundamental philosophy and corresponding disciplined index application provides and important barometer for investors to understand the market.

In their upcoming conversation, Rob Arnott and Indrani De will cover: 
• The factors currently driving the market. Do they align with a fundamental view?
• Research Affiliates’ award-winning research and fundamental strategy.
• Fundamental factors, and how do they respond in different market environments?
• FTSE RAFI index exposures versus market cap exposures.
• FTSE RAFI index construction, systematically rebalancing against the market's shifting backdrop.

Back to the future: Rediscovering the value of Value, with Research Affiliates

Description:
Investors are embracing sustainable investment strategies in passive fixed income like never before. Billions of dollars are flowing into ESG-tilted sovereign debt as asset owners try to mitigate their exposure to climate risks. But there are unintended consequences that are not discussed enough, notably related to biases present in the ESG assessment where scores tend to favour higher income countries.
In our paper ‘Dealing with income bias in sovereign ESG scores’ we propose an ex-post way to deal with income bias in Sovereign ESG. 

Arne Staal, Global Head and CEO of FTSE Russell, asks Julien Moussavi, Ph.D. Senior Research Lead, Sovereign ESG, Beyond Ratings and Lazar Karapandza, Senior Analyst, Sustainable Investment Research, Beyond Ratings to summarise their research, outline its importance to our clients and provide an overview of key findings.

Dealing with income bias in sovereign ESG scores

Hear actionable insights on global and regional equity factor performances, sector exposures, rotation drivers and macro sensitivities in the second quarter. Following our presentation, we will look forward to answering your questions during the Q&A.

We will discuss:

• Factors that held up best in the global stampede from risk, and those which failed
• The sectors that had the biggest performance impact 
• The drivers of the divergent behavior of EM factors from global patterns
• Where factor valuations and the Quality/Value premium stand today

Our discussion will draw upon key findings from our quarterly Market Maps Equity Factors report, which you can download from the 'Attachments' section

Factor behavior in the brutal Q2 market rout

2022年4月21日、JPX総研とFTSE Russellは共同で、EUの気候移行ベンチマークの基準 (EU CTB)とFTSE及びTPI*の気候評価を使って、ベースとなるTOPIX500のウェートを調整し2050年ネットゼロを目指す「FTSE JPXネットゼロ・ジャパン インデックス シリーズ」の算出を開始しました。 2050年ネットゼロ・カーボンニュートラル実現のための、気候移行における日本企業の課題と、炭素排出量を踏まえた長期的な投資について、様々な立場の有識者を招いて、その取組みを紹介するとともにソリューションを議論いたします。

本ウェビナーは約75分で、議題は以下を予定しています。 
• 主催者挨拶　10分
JPX総研　執行役員　高橋直也
• 特別講演　10分
「持続可能な社会の実現に向けた我が国企業・金融機関への期待」
高崎経済大学 学長 水口 剛 様
• 講演　10分
「ネットゼロ社会に向けた指数会社の取組みについて」
FTSE Russellサステナブル投資部門 日本代表　森 敦仁
• パネルディスカッション 45分
「日本におけるネットゼロ・カーボンニュートラルへの道筋」
パネリスト 
• CDP Worldwide – Japan アソシエイトディレクター　高瀬 香絵様
• 野村アセットマネジメント 責任投資調査部 シニアESGスペシャリスト 山我 哲平様
• JPX総研 インデックスビジネス部 総務企画・開発グループ課長　飯塚 賢 
モデレーター：
FTSE Russellサステナブル投資部門 日本代表　森 敦仁
• Q&A

日本におけるネットゼロ・カーボンニュートラルへの道筋

Russell Reconstitution, which occurs each year in June, is a top-to-bottom recalibration of the US equity market benchmarks and the membership of the entire Russell series of indexes. Reconstitution ensures that the indexes continue to accurately reflect the current state of equity markets and their market capitalization segments (large cap, mid cap, small cap, micro cap), industry breakdowns and style structure.

Given this continual evolution of the equity markets, the annual Russell Reconstitution:
- Ensures the Russell Indexes deliver an objective, accurate and transparent view of the equity opportunity set.
- Establishes new thresholds for market capitalization size segments.
- Adjusts where companies lie along the growth/value and defensive/dynamic style continuums.

This highly anticipated event is closely tracked by professional money managers as they rebalance their portfolios with the goal of minimizing unwanted benchmark risk. Other close observers include brokerage houses, who, in the weeks leading up to Reconstitution, prepare for large blocks of trades by researching and reporting on the shifts that may occur, managing their inventory accordingly.

*** Please note that this webinar is addressed exclusively to professional investors in the US and/or jurisdictions where the mentioned investment products are approved for distribution. ***

Four decades of Russell US Indexes reconstitution - An ETFs perspective

Four decades of Russell US Indexes reconstitution - A derivatives perspective

Leverage quantitative insights with Yield Book’s unique ESG framework for securitized assets.

Please join us on June 9th at 10:00 a.m.  ET for a live webinar presenting our recent launch of Governance themes in MBS, part of the market’s first ESG Framework for Securitized Assets. 

The webinar will cover the following:
• Quantitative principles underpinning our approach to ESG
• Methodology overview and signal validation
• Typical use-cases for clients 
• Overcoming challenges to ESG adoption in a complex asset class
• Q&A

Presented by:
Katie Prideaux, Sustainable Investment Lead, Fixed Income Analytics
Jake Katz, Head of Non-Agency RMBS Research and Data Science

Learn more about our Sustainable Investment analytics solutions here: https://www2.lseg.com/YieldBookESGFramework

Analyze, Assess and Action your securitized ESG strategy

Fixed income markets and the Covid-19 shock

Robin Marshall, FTSE Russell’s fixed income research specialist, will discuss fixed income market performance and macro-economic drivers, across conventional, inflation-linked, corporate and MBS indexes and markets.

His analysis will be framed within the context of the Covid-19 crisis and will draw upon key findings from our Market Maps 'Fixed Income Insight' report, published last week.

Fixed Income Performance Review and Insight.

Fixed Income

Bonds

Investment Management

Investment Strategy

Covid-19

Asset Allocation

Macro Economics

Asset Management

Investments

Coronavirus

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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.

UK Financial Advisers

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.

US Financial Advisors

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.

US Wealth Managers

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Fixed Income Performance Review and Insight.

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