There is a growing realization that combining index investing and sustainability engagement is not only possible but can reinforce and mobilize significant global assets under management to enable collaborative...
FTSE Russell and Beyond Ratings offer a methodology to assess countries’ implied global warming temperatures based on their national commitments concerning climate change mitigation, as per their NDCs (“Nationally...
FTSE Russell index standards are underpinned by strong governance and an emphasis on transparency. To ensure that our indexes continue to meet investors’ requirements, independent committees advise on their design to...
This paper answers the question, “What themes matter most in ESG ratings?” It explains the information that underpins FTSE Russell’s ESG ratings and identifies the themes that provide the highest contribution to an...
Bond market structure has evolved rapidly in recent years as regulatory change, concern about bank capital adequacy, and the Global Financial Crisis (GFC) combined to move bond markets towards exchanges and...
In this paper, we look at the potential benefits of combining listed infrastructure equities and listed infrastructure debt into a single portfolio, and demonstrate that combining listed equity and fixed income...
The deep economic changes necessary to achieve the Paris Agreement objectives require a consistent reallocation of resources. This gives the financial sector a key role in tackling climate change. Risk analysis is...
Interest in China’s sovereign debt market surged in 2020 as international investors hedged against a global volatile market in equities and declining U.S.Treasury yields, with losses driven in part by the coronavirus...
Ginnie Mae Project Loans (GNPL), one of the major agency CMBS products, had a breakout year in 2020 as new issuance doubled since 2019. Typically fixed rate loans that have a maturity term of 35-40 years and full...
Institutional investors often pose the question of how factors perform across economic cycles. The concept of a normalized cycle has come under pressure in the post-Global Financial Crisis (GFC) era that has seen...
As of December 31, 2019, there were $5.7 trillion of active strategies using Russell US Style Indexes as performance benchmarks, and $466 billion using them as bases for passive investment, for a total of $6.2...
Institutional investors are often faced with the question of which factor strategies should be implemented in different phases of the economic cycle. In this paper, we examine how factors behave across four economic...
The Kingdom of Saudi Arabia embarked upon a significant economic reform program in 2016 (Vision 2030), seeking to diversify away from oil dependence, and high economic cyclicality, and to increase the size of the...
The green economy is an increasingly important part of addressing environmental objectives and its data, a key part of investors sustainable investment tool kit. With the development of new green taxonomies at the...
Despite the increased integration of the world’s economies and financial markets, studies show that pension funds worldwide continue to skew their portfolios to domestic securities. This paper examines the investment...
FTSE Russell is set to add Chinese government debt to its World Government Bond Index (WGBI) in 2021 subject to further confirmation in March 2021. The decision follows FTSE Russell’s assessment of improvements in...
The European commercial real estate is estimated to represent some EUR 7.27 trillion of assets. While still small compared to the US and Asia, it has been undergoing significant changes in recent years.Studies show...
The rapid development of institutional grade financial infrastructure such as exchanges and custody arrangements has made digital assets such as Bitcoin more accessible to traditional asset managers, ETF issuers and...
FTSE Russell index standards are underpinned by strong governance and an emphasis on transparency. To ensure that our indexes continue to meet investors’ requirements, independent committees advise on their design to...
To prevent a re-run of the 2008/09 collapse in the US financial system, the US Fed again stepped into the agency-MBS market, after the COVID-19 shock emerged in Q1, buying almost $600 billion of agency-Mortgage...
