Name: Analytic tools and rates: Non-Agency tools and the post-IBOR world
Start: 2020-10-07T20:00:00Z
End: 2020-10-07T20:01:03.000Z
Location: BrightTALK
Rating: 4.8

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 us for the first in our series of quarterly sustainable investment insights webinars where we will review investment outcomes through the lens of our sustainable investment index strategies including global equities, fixed income and our TPI Climate Transition indices.

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

Sustainable Investment: Strategy outcomes for equities and fixed income

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

• Overview of the Xtrackers Russell 1000 US QARP ETF
• Performance story overall or possibly in certain markets the 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

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!

Founded in 2002, Research Affiliates® (“RAFI”) has been a leader in smart beta and asset allocation for over 20 years. RAFI’s investment strategies are built on a strong research base and are led by Rob Arnott and Chris Brightman.

As of Dec. 31, 2022, assets under management benchmarked to the two RAFI index series calculated by FTSE Russell were in excess of $78 Billion.

Research Affiliates’ three core beliefs:
• investor preferences are broader than risk and return,
• prices vary around fair value, and
• a lack of conviction prevents investors from exploiting long-term value.

Please join Research Affiliates' Founder and Chairman, Rob Arnott as he discusses the Fundamental Index story along with Eliot Bishop, Senior Investment Portfolio Strategist, of Charles Schwab and Co, Inc. This discussion will be moderated by Ryan Sullivan (Head of Buy Side, Americas, FTSE Russell).

**Please note that this webinar is addressed exclusively to investors in the US and/or jurisdictions where Schwab 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. Schwab is not affiliated to FTSE Russell or LSEG.**

"RAFI Rocks": Discussing the Fundamental Index® story with Charles Schwab

USD LIBOR will cease on June 30. Refinitiv's Head of LIBOR Transition and Rates Benchmarks joins Mortgage and regulatory experts from Mayer Brown and Refinitiv to answer questions about the transition.

MBA Education Hosts: LIBOR and the Impact on Legacy ARMs

Analytic innovations:Securitized considerations as part of sustainable investing

Analytic landscape: Impact of COVID-19 and moving forwards

Navigating the new reality of fixed income analytics

Welcome remarks & key takeaways from day 1 (5min)

Presenter:
• Ming Xue, Head of Analytics Model Development, London Stock Exchange Group (LSEG)
___

Non-Agency models and tools (20mins)

• Enhanced data processing for CRT, Jumbo near Prime, and Non-QM & MSA Level HPA as a key economic driver

Presenter:
Jake Katz, Non-Agency RMBS Modeler, Director, LSEG
___

Impact of IBOR migration (15 mins)
· Overview of the impact of IBOR transition on the industry and Yield Book  
· Supporting the new risk-free rates: outlining recent developments  
· Commentary on future enhancements

Presenters:
- Mikhail Bezroukov, Analytics Product Manager, Rates & Credit Lead, LSEG
- Sung Joon Moon, Quantitative Research Analyst, Director, LSEG
- Seunghyeon Son, Quantitative Analyst, Director, LSEG
___

Panel discussion: Reflecting on a post-IBOR world  (20mins)
Panelists:
- Al Jugoo, Head of Clearing Solutions, SwapClear & Listed Rates, LCH
- Ameez Nanjee, Vice President, Asset & Liability Management, Freddie Mac
- Matthew Scott, Senior Vice President Trader; Head, Global Rates, Securitized Assets & Currency Trading, Alliance Bernstein
• Moderator: Brian Organ, Relationship Manager, Senior Vice President, LSEG

Please join us on October 8th for more insights from industry experts. October 6th replay is also available. Click here to view and register:

October 6: Analytic landscape: Impact of COVID-19 and moving forwards
https://bit.ly/36wndDR

October 8: Analytic innovations:Securitized considerations as part of sustainable investing
https://bit.ly/2SnQLLL

*Please note that no press is allowed for this event.

Analytic tools and rates: Non-Agency tools and the post-IBOR world

Analytics

Real Estate

Fixed Income

Multi Asset

Sustainable Investment

Sustainability

Financial Markets

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.

UK Wealth Managers

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

This community is for investors who work within the European market providing client and portfolio management advice. Join to learn from trusted investors on the latest trends and account strategies for delivering consistent results and long term success.

European Investors

This community is for institutional investors responsible for managing large-scale funds. Join to learn how top institutional investors are managing their organization’s shares, influencing the market, and what tips they have for successful investment strategies.

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.

Banking and Treasury

Get powerful finance management insights for your business. Connect with experts and colleagues to get the most up-to-date knowledge that will help you to determine which financial factors build or erode value in your organization.

CFO Strategy

Get powerful financial planning and analytics insights for your business. Connect with experts and colleagues to get the most up-to-date knowledge and drive optimal financial performance for your company.

Financial Planning and Analysis

The accounting and finance community on BrightTALK features presentations from leading accountants and finance professionals. The accounting community includes tax planning strategies, QuickBooks webinars and other accounting webinars, while the finance community features presentations on financial capital regulations and forensic data analytics. Join the conversation by attending live financial and accounting presentations and connecting with industry thought leaders.

Analytic tools and rates: Non-Agency tools and the post-IBOR world

Presented by

About this talk

More from this channel