Seizing the ESG data norm. For investors in the APAC region
ESG-driven investing is now more prevalent than ever, with company ESG data being incorporated into investment decisions, risk management and company engagement.
Specialists from FTSE Russell and FactSet share the latest trends on incorporating ESG considerations into decision-making and take a closer look at how FactSet can help you build sustainable investment strategies and multi-asset class reports.
• ESG trends in Asia Pacific markets
• Transparency comes first - Objectivity is at the heart of FTSE Russell’s ESG Ratings methodology. FTSE Russell discusses the data collection, the different levels of data and how it can be used by investors
• Putting ESG into practice – FactSet will reveal how clients are utilizing FTSE Russell’s ESG Ratings by leveraging FactSet’s award winning technology and solutions
a) ESG at a glance: Where to find ESG ratings data within FactSet, and how it integrates with other data on the platform
b) Portfolio Analysis: How to dissect a portfolio through the ESG lens and what reports are available to fuel future investment decisions
• Helena Fung, Head of Sustainable Investment APAC, FTSE Russell
• Ji Min Choi, Analytics Consultant, FactSet
• Moderation will be provided by Cedric Tang, Head of Asset Owner Group, North Asia, FTSE Russell
RecordedMay 12 202049 mins
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Sylvain Chateau, London Stock Exchange Group - Joshua Palmer, Willis Towers Watson - Hilary Norris, FTSE Russell
We would like to invite you to attend our live webinar on integrating sustainable investing into fixed income investment strategies which will take place on 9 September 2020 at 2:30pm BST.
Recently investors have been looking into how sustainable investing can be incorporated into Fixed Income asset allocations. However, there has not always been clear definition of how this can be done and what tools are available for integration.
During this webinar we aim to discuss a number of key issues investors have experienced in the past, such as:
• How does the sovereign ESG performance framework differ from corporate?
• How to measure sustainable investment performance of multi asset/fixed income portfolios
• The quantitative tools available for portfolio managers
* How do we aggregate ESG performance at portfolio level?
• How sustainable investment performance and materiality are connected
Leila Fourie, CEO (Johannesburg Stock Exchange), Rosie Donachie (London Stock Exchange Group), Aled Jones (FTSE Russell)
FTSE Russell’s ESG Ratings and data model allows investors to understand a company’s exposure to, and management of, ESG issues in multiple dimensions.
The ESG Ratings are comprised of an overall Rating that breaks down into underlying Pillar and Theme Exposures and Scores. The Pillars and Themes are built on over 300 individual indicator assessments that are applied to each company’s unique circumstances.
With 19 years of history providing the FTSE4Good index series, FTSE Russell has developed an ESG framework that encompasses the Taskforce on Climate-Related Financial Disclosures (TCFD) guidelines and applied this framework to South African stocks.
Join experts from FTSE Russell and the Johannesburg Stock Exchange (JSE) as they discuss:
• the current South African and International ESG efforts,
• the importance of ESG in investments,
• FTSE Russell’s ESG Ratings and data model, and the Sustainable Investment Database, and JSE’s Sustainable Investment Database and the resultant scores.
• Leila Fourie, CEO, Johannesburg Stock Exchange
• Rosie Donachie, Group Head of Government Relations and Regulatory Strategy, London Stock Exchange Group
• Aled Jones, Director, head of sustainable investment product management - EMEA, FTSE Russell
Read the FTSE Russell ESG Ratings and data model product overview here: https://research.ftserussell.com/products/downloads/ESG-ratings-overview.pdf
Jonathon Orr, CFA, and Jürgen Blumberg (Goldman Sachs Asset Management), Robin Marshall (FTSE Russell)
Chinese financial markets have developed rapidly in recent years, both relative to the size of the domestic economy and the global economy.
The Chinese government bond market has a market capitalization that now exceeds that of UK gilts and German Bunds. Reforms in Chinese financial markets, and inclusion of Chinese equities and bonds in major global indexes, have improved access to, and increased foreign participation in Chinese markets.
In a recent research paper, FTSE Russell reviewed the transformation of this rising financial asset with a number of considerations, including:
• Evolution and structure of the Chinese bond market
• Relative performance of Chinese bonds versus other markets
• Correlation of returns with other major markets
• Impact of introduction into global bond indexes
• Risks to the Chinese bond market
Join experts from Goldman Sachs Asset Management and index provider FTSE Russell as they discuss the evolution and characteristics of the Chinese bond market, the FTSE Goldman Sachs China Government Bond Index and potential ways for investors to access it.
• Jonathon Orr, CFA, Fixed Income Portfolio Manager, Goldman Sachs Asset Management
• Robin Marshall, Director of Fixed Income Research, FTSE Russell
• Jürgen Blumberg, Head of ETF Capital Markets EMEA, Goldman Sachs Asset Management
In the meantime, you may be interested in reading FTSE Russell's research report: https://bit.ly/30ItLuN
*** Please note that this webinar is addressed exclusively to investors in Europe and/or jurisdictions where Goldman Sachs Asset Management's products are approved for distribution. ***
Our annual survey of the market conducts in-depth research to better understand how the coming together of two trends—smart beta and sustainable investment—are perceived, considered and used by asset owners around the world.
Hui Ding, Yield Book Mortgage Research and Joseph Reel, Citigroup, Inc.
Yield Book will release the new Experimental Version (v99) of the agency prepayment model on August 3rd.
Please join us on August 5th at 4:00 p.m. ET for a live webinar presentation with Q&A to find out the latest details on the model release update.
The webinar will cover the following:
•Default/buyout model update with announcements regarding forbearance and post-forbearance modification policy from GSEs and FHA incorporated
•Primary/secondary spread model and base GNMA primary rate model update
•Recalibration across collateral sectors and attributes with recent factors incorporated
•Upcoming model release schedules
Presented by: Hui Ding, Director, Senior Agency RMBS Prepayment Modeler, Yield Book Mortgage Research and Joseph Reel, Managing Director, MQA Mortgage Analysis, Citigroup, Inc. Moderated by Barry Pavel, Lead, Relationship Management, Index & Analytics, Americas
FTSE Russell is joined by special guest Oxford Economics’ Head of global trade services, Lloyd Barton to examine the current and potential future state of the European listed real estate sector.
During this webinar, Lloyd Barton (Oxford Economics) and Dilek Pekdemir (EPRA) will elaborate on the findings of a recently published research paper (download here:https://bit.ly/3iOZhQ0):
• Why the sector is trading at a discount to net asset value (NAV)
• Output losses will be significantly greater than during the global financial crisis over a one-year timeframe. This has negative implications for the performance of property assets that underpin listed real estate prices
• The knock-on impact to employment and incomes from the crisis will also influence the near-term outlook for the performance of listed real estate companies with exposure to residential property.
• Guest expert: Lloyd Barton, Head of global trade services, Oxford Economics
• Speaker: Dilek Pekdemir, PhD, Research manager, EPRA (European Public Real Estate Association)
• Moderator: Catherine Yoshimoto, Director, Product management, FTSE Russell
In the meantime, you may be interested in reading Oxford Economics and EPRA's research report: https://bit.ly/3iOZhQ0
Credit market analysis and scenarios for FTSE Rate Hedged Indexes
Quantitative easing, including first-time high yield buying. Protection against credit default risk. Low, range-bound rates. Join the experts from FTSE Russell and ProShares to better understand fixed income market scenarios and the value of a rate hedge.
The broadening of central bank QE to credit has driven strong credit market returns, even if many challenges remain for policy-makers. FTSE Russell and ProShares are thinking about the Fed, rates and credit spreads. Talk to the experts to unravel what’s happening now and take a deeper look at rate hedged indexes and ETFs in this environment.
A robust discussion on the fixed income markets will be followed by a look at how index construction can drive performance in different market scenarios. ProShares will discuss the ETFs that track these indexes and their potential value in the current market.
Join our presenters:
• Robin Marshall – Director of Fixed Income Research, Global Market Research FTSE Russell
• Jayni Kosoff – Managing Director, Head of Fixed Income ETP Strategy, FTSE Russell
• Simeon Hyman, CFA – Head of Investment Strategy, ProShares
***Please note that this webinar is addressed exclusively to investors in the US and/or jurisdictions where ProShares’ products are approved for distribution.***
Robin Marshall (FTSE Russell), Mark Raes, CFA, MBA (BMO)
Hear from both BMO and FTSE Russell as BMO launches its bespoke monthly Canadian Fixed Income report
FTSE Russell and BMO Global Asset Management are pleased to join forces for a webinar launching a new co-branded monthly report from BMO providing timely commentary and data on BMO fixed income ETFs and the broad Canadian Fixed Income market.
Robin Marshall, Director of Fixed Income Research, FTSE Russell, and author of the new report, will be joined by Mark Raes, Head of Product Management, BMO ETFs to discuss:
• Key developments in the Canadian bond market post-lockdown including QE and the Canadian credit conundrum
• Shifts in yields, spreads and curves across Canadian government and corporate indexes
• Analysis of key macro-economic drivers and market performance
• Insights into the Institutional use of Fixed Income ETFs
Join the conversation:
• Robin Marshall – Director of Fixed Income Research, Global Market Research, FTSE Russell
• Mark Raes, CFA, MBA – Head of Product Management & ETF Business Development, BMO Global Asset Management
Waqas Samad, CEO of FTSE Russell; Mark Randall (JSE); Robin Marshall, Scott Harman and Gary Rynhoud (FTSE Russell)
The Johannesburg Stock Exchange (JSE) and the leading index provider FTSE Russell are extending their existing equity index partnership to include fixed income – combining JSE's regional expertise in Africa and the exchange’s market standard bond prices, with FTSE Russell’s world-class fixed income index expertise and multi-asset capabilities.
Join the CEO of FTSE Russell and the Director of Information Services of the JSE, as well as fixed income experts from FTSE Russell as they discuss the characteristics of the enhanced index offering, the opportunities the partnership will bring to the market, and what it can do for investors locally and internationally.
Presenters will touch on South Africa’s evolving debt market, the trends in Fixed income investing, and deliberate what lies ahead for this market against the backdrop of a global pandemic.
Ahead of this webinar, you may be interested in the following announcement and microsite:
- Press release: FTSE Russell and JSE launch fixed income indexes [www.ftserussell.com/press/ftse-russell-and-jse-launch-fixed-income-indexes]
- FTSE/JSE Africa Indexes [www.ftserussell.com/products/indices/jse]
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.
Seizing the ESG data norm. For investors in the APAC regionHelena Fung, Head of Sustainable Investment APAC, FTSE Russell; Ji Min Choi, Analytics Consultant, FactSet[[ webcastStartDate * 1000 | amDateFormat: 'MMM D YYYY h:mm a' ]]48 mins