Name: Fully insured, AAA rated - What's different about Canadian MBS?
Start: 2020-06-03T15:00:00Z
End: 2020-06-03T15:44:29.000Z
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 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 our webinar for analysis of global equity and fixed-income markets with members of our Global Investment team who will examine financial market drivers, including:

 - Growth, inflation, monetary policy expectations and financial conditions
 - The profit and valuation cycle
 - The credit cycle
 - Factor rotation
 - The status of market sentiment.

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

Global equities and fixed income markets outlook: APAC Timezone

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 EMEA/Americas: Your Quarterly Deep Dive

The private label CMBS market is no stranger to financial storms from the Great Financial Crisis in 2008 to the recent unprecedented lull in issuances in the post-pandemic era. In today’s rising interest rate environment, CMBS and CRE investors are increasingly concerned about the credit quality and potential unrealized losses of their holdings. 

Yield Book would like to take this opportunity to present a new Non-Agency CMBS model that can enable you to gain deeper market insights through precise and granular level credit analyses.

Join our webinar, which will cover:
 Current market trends, major concerns and challenges facing private label CMBS (including most recently the office sector)
 The methodology and drivers of the Non-Agency CMBS Credit Model
 Demo of the Non-Agency CMBS Model in Yield Book Classic and the Add-In
Presented by:
o Luke Lu, Head of CMBS Research and Quantitative Modeling
o Tadvana Narayanan, Senior CMBS & ABS Product Lead

Using Yield Book’s Non-Agency CMBS Credit Model to gain deeper insights

How the Russell Indexes deliver an objective view of the ever-changing US equity market.

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. ***

Russell US: Mapping the US Equity Market since 1984  [a webinar with iShares]

How the Russell Indexes deliver an objective view of the ever-changing US equity market.

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. ***

Russell US Reconstitution: mitigating risk with derivatives

Green investment needs to scale rapidly to limit the rise of global temperatures to 1.5°C, with recent studies estimating that between US$109-275 trillion is required by 2050. The result is a green economy that is substantial and growing, representing 7.1% of global listed company market capitalisation and presenting a $7 trillion investment opportunity according to FTSE Russell research.

Growing the green economy is important for participants across the financial ecosystem and is driven by public and private investments. LSEG is helping drive the growth of the green economy through the provision of data and market infrastructure, enabling investors to identify and act on investment opportunities.

Join this upcoming webinar to hear our panel of experts discuss:
• What will the world look like in 2050 and what needs to be done to reach the set targets 
• The current green economy landscape – where are the key opportunities, in which sectors and how will any challenges need to be overcome?
• How are companies and investors are using green revenues data to reach their specific goals?
• How to implement effective, decision useful ESG disclosures that reflect investor needs and regulatory requirements

Speakers:
Jane Goodland, Group Head of Sustainability, LSEG (Moderator)
Lily Dai, Senior research Lead, Green Economy ESG, FTSE Russell
Amy Smith,  Senior Manager, Sustainable Finance, London Stock Exchange

Driving investment to enable the green economy

Appetite for ESG metrics in the mortgage-backed securities sector is gaining momentum, but finding relevant and quantitative approaches to this complex sector remains a challenge, as does identifying the resultant impact of this integration to financial risk and return of portfolios.

Yield Book’s latest research shows that our proprietary metrics identifying Responsible Lending and Responsible Servicing behaviors can provide significant value and deeper insights when integrated into MBS workflows. 

Join us to discuss our ESG framework for securitized assets and our research on May 23rd at 10:00 ET / 15:00 BST for a live webinar presentation and Q&A. The session will cover the following: 
• Recap of Yield Book’s ESG framework and principles of our approach;
• Evidence for the linkage between ESG metrics on US Agency RMBS and prepayment speeds;
• Discussion of dispersion among ESG-aligned cohorts of total returns, WALA ramps and S-curves.

Presented by:
- Katie Prideaux, Sustainable Investment Analytics Lead
- Marina Manoim, Quantitative MBS Data Modeling Lead
- Irene Shi, Data Analyst Manager

ESG’s impact on MBS performance

After proving its resilience during the 2020 pandemic, the Collateralized Loan Obligations (CLOs) market now faces pressures from rising interest rates and growing downgrade concerns. With credit and collateral conditions deteriorating in 2023, how are the CLOs set to weather this storm?

Please join us for our webinar on 16 May 2023 at 15:00 UK/10:00 ET to learn about:
- Current market trends, emerging themes, potential risks, and challenges facing CLOs.
- Yield Book’s new CLO credit model
- The methodology and drivers of the new CLO Credit Model
- Demo of the CLO Credit Model prototype


Presented by:
- Luke Lu, Head of CMBS/CLO Research and Quantitative Modeling, Yield Book, an LSEG Business
- Loy Weng, CLO Quantitative Researcher, Yield Book, an LSEG Business
- Anton Karnaukh, Quantitative Developer, Research, Yield Book, an LSEG Business

How have CLOs fared in the rising interest rates environment?

FTSE Russell's Canada Fixed Income webinars are back! Join members of our Global Investment Research team, to:

• Catch up on whether markets have over-reacted to the BoC policy pause.
• Get the details behind relative performance returns in the rally.
• See how market expectations have evolved on the inflation shock.
• Learn where the risks may be from the banking crisis. 

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.

Canadian fixed income ... after 'death by duration'

After enjoying the smooth ride for many years, fixed income investors are suddenly faced with the risks associated with rising interest rates. The Bank of England has already delivered a series of rate hikes to combat inflation and this policy shift has led to yields moving upwards of 4% in some parts of the yield curve. The direction of UK economic policy and recent changes in issuance patterns by the DMO will largely determine where the opportunity lies for rates investors.
 
Despite a rapidly changing fixed income environment, there is a path forward for bond investors. By using a rules-based investment approach typically employed in active portfolio construction, investors can improve risk-adjusted returns in the fixed income markets.

Join experts from Goldman Sachs Asset Management and FTSE Russell as they discuss the outlook for the UK Gilts market, and potential ways for investors to access it through the FTSE Goldman Sachs UK Gilts 1-10 Year Index. 
 
Topics will include:
• An overview of the UK macroeconomic outlook and implications for rate markets
• A discussion on which points of the curve could be more attractive for investors in the current environment
• A highlight of Goldman Sachs Access ETF that track FTSE Goldman Sachs fixed income indices

**Please note that this webinar is addressed exclusively to investors in the UK and/or jurisdictions where Goldman Sachs Asset Management's (GSAM) 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. GSAM is not affiliated to FTSE Russell or LSEG.**

Fixed Income is Back. Goldman Sachs Strategies for UK Rates.

Join members of FTSE Russell's Global Investment Research team for their quarterly deep-dive into global and regional equity factors to:  

• Catch up on the many twists and turns in equity factor performance this year 
• Get the details behind Quality’s ascendance over Value and how it played out globally  
• See how the banking-sector turmoil drove this leadership reversal       
• Learn where factor valuations stand now

You'll hear actionable insights on performances, industry exposures, rotation drivers and macro sensitivities.  The discussion will draw upon key findings from our quarterly Market Maps Equity Factor Insights report, published shortly before this webinar.

Equity Factors: Long-time laggard Quality takes a star turn in Q1

Equity Factors– Long-time laggard Quality takes a star turn in Q1: APAC timezone

Join us as we review the first quarter in US equities and look back at what drove markets. Highlights we’ll discuss:
• US rally weathers severe risk-off storms – US stocks outpaced most global peers in Q1, with large-caps retaining the lead over small-caps 
• Tech stocks carry the day – The robust outperformance of tech-heavy sectors played a major role in the leadership reversal across the Russell US indexes
• Growth rides the tech rebound – See why Growth prevailed over Value in Q1

US equity – We analyze Q1, to give you insights for Q2 (iShares & FTSE Russell)

Join Vanguard for a Review of Global Equity Trends & ETF Flows. And the benefits of FTSE Global Equity Index Series for targeting specific countries and regions.

Most equity markets ended Q1 higher, surmounting the extreme crisis turbulence through most of March, which took the heaviest toll on US small-caps and the broad UK market.

The flagship FTSE Global Equity Index Series (GEIS), which captures 99% of the world’s investable market cap, provides a robust global equity index framework with the versatility to tailor your investment views. The series includes over 17,000 large, mid, small, and microcap securities across 49 developed and emerging markets globally, with a wide range of modular indexes available to target specific markets and segments.

FTSE Russell has licensed the FTSE GEIS Indexes to Vanguard to serve as benchmarks to several ETFs.

Please join market experts from Vanguard and FTSE Russell as they discuss:
- Key issues in different major regions/countries across Developed and Emerging Markets
- Overview of the FTSE GEIS, its high-level methodology and rebalance observations
- Application of FTSE GEIS index changes and ETF industry observations
- Benefits of FTSE GESI for targeting specific countries and regions
- Q1 ETF Flows

**Please note that this webinar is addressed exclusively to professional investors in jurisdictions where Vanguard's 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.**

Global Equity Trends and ETF flows: finding clarity amidst the noise

Specialists from FTSE Russell and BMO talk Canadian National Housing Act mortgage-backed securities (NHA MBS). Get to know the merits of the new index licensed to BMO.

FTSE Russell has recently extended its index expertise by introducing the first transparent Canada mortgage-backed securities index. The FTSE Canada NHA MBS 975 Index is licensed to BMO Asset Management, adding to its lineup of Canada fixed income ETFs.

Fully insured, AAA-rated, Canadian National Housing Act mortgage-backed securities (NHA MBS) backed by the Canada Mortgage Housing Corporation (CMHC) have become a sizable portion of the Canadian fixed income market. Further, these securities have benefitted from recent updates aimed to increase their secondary liquidity. The market continues to evolve supporting investor interest in Canadian mortgage-backed securities.

Learn more about the performance, risk and liquidity characteristics of these assets from the experts at FTSE Russell and BMO Global Asset Management.

***Please note that this webinar is addressed exclusively to investors in Canada and/or jurisdictions where BMO’s products are approved for distribution.***

Fully insured, AAA rated - What's different about Canadian MBS?

Fixed Income

Canada

Mortgage-backed Securities

Index

AAA rating

FINB

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Fully insured, AAA rated - What's different about Canadian MBS?

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