Get a broad introduction to sustainable investing: what it is, who uses it, why interest in this approach is on the rise, and how investors can implement a portfolio with a sustainability focus. Read this paper to...
Unlike 2008/09, when the US housing market and non-performing subprime MBS formed the epicenter of the GFC, the housing market has proved more robust in 2020. Learning from 2008/09, the Fed quickly resumed MBS...
The greening of the global economy presents significant opportunities to investors. However, investors and policymakers face a common challenge: How can green business activities be systematically identified,...
Despite the ongoing uncertainty unleashed by the coronavirus, yield premiums continued to pull investors into China’s bond market, with foreign investors holding a record amount of RMB bonds – 2.51 trillion RMB...
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...
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...
Following years of research and debates on ESG analysis, there is still only an emerging consensus as to its benefit, and also no internationally ratified formal agreement that would stipulate what indicators should...
While exposure to the real estate asset class is common in defined benefit (DB) plans, this has only become a more recent occurrence in defined contribution (DC) plans. This paper profiles the advantages of investing...
Climate transition benchmarks have become a focal point for investors looking to integrate climate risks into their portfolios and align them with the climate goals of the Paris Agreement (or "Paris-aligned"...
More than ever, investors recognize the risks and opportunities associated with the low carbon transition and are incorporating a wider set of considerations, including carbon, green revenues and environmental,...
The COVID-19 crisis has impacted asset valuations, increased volatility and led to reduced liquidity in many cases. Most asset classes have been affected, and governments have stepped in to support financial...
Foreign ownership of RMB-denominated Chinese government bonds rose to a record high in March as interest rates slipped in some markets; and as the global economy slumped due to the coronavirus crisis.
In this FTSE Russell Product Insight, we profile a new index series—the FTSE Canada NHA MBS 975 Index—which is designed to measure the performance of Canada’s mortgage-backed securities (MBS) market, an important...
Emerging Market (EM) fixed income has developed into a substantial and investible asset class, combining local currency and hard currency categories. It is a very different asset class to the one that suffered major...
Federal Reserve announced an expansion of Term Asset-Backed Securities Loan Facility (TALF 2.0) program to include outstanding non-agency CMBS AAAs and new issue CLO AAAs. The loans will have a three-year term, and...
The Coronavirus Pandemic has brought turmoil to financial markets and the entire US economy. The Non-Agency RMBS sector may be especially susceptible to the deterioration of the broader economy. Yield Book allows...
Merseyside Pension Fund (MPF) has £8.9B in assets and nearly 140,000 scheme members. Over recent years, MPF has sought to future-proof its pension promises against the systemic risks posed by climate change....
In this paper we are trying to assess the impact of coronavirus (COVID-19) to U.S. Commercial Real Estate (CRE) and CMBS market including both agency CMBS and non-agency CMBS. While we can’t predict how soon the...
Factor allocation decisions are becoming a prominent consideration for factor investors. Which factors to allocate to, and in what magnitude, has a significant impact on investment outcomes and should be a key focus...
Foreign holdings of China bonds have grown at an annual compounded rate of 38% in the past two years, from 1.1 trillion CNY as of December 2017, to 2.2 trillion CNY by December 2019.
