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Showing 1 - 10 of 300 entries

  1. BLOG

    Beware of FRTB cliff effects. Sharp curvatures ahead. 

    Jun 20, 2019 Andras Rokob

    Integrated Risk Management , Fixed Income , Models/Client Cases , Risk Management

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    The Basel committee’s revised market-risk capital requirements contain a small surprise with potentially big implications. Cliff effects remain in the framework.

  2. BLOG

    Resilient carbon-transition portfolios: a road map 

    Jun 19, 2019 Dana Sasarean

    ESG Research

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    Is your portfolio ready for the transition to a low-carbon economy? Which companies, industries and sectors are positioned to benefit? Which ones entail greater risks? The answers are a lot more complicated than alternative energy is in and coal is out. 

  3. BLOG

    Uber vs. Lyft: Who’s at the wheel? 

    Jun 18, 2019 Ric Marshall

    ESG Research

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    Two companies, one highly disruptive business model, multiple big challenges looming. Few IPOs in recent memory have attracted more attention – or disappointed more decisively, initially – than the IPOs of ride-sharing groups Uber and Lyft. At the end of June 7, 2019, two months following its IPO, Lyft’s share price traded at 17.7% below its IPO price, while Uber’s ended that same day 1.9% lower. Could ESG considerations have played into investors’ thinking?

  4. BLOG

    European securitization at the regulatory crossroads 

    Jun 17, 2019 Miklós Vörös

    Fixed Income , Risk Management

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    Have new European Union reforms clouded the future of the securitization market in Europe?

  5. BLOG

    Lessons from Woodford: Shutting the barn door after the horses have bolted 

    Jun 14, 2019 András Bohák , Roman Kouzmenko , Dimitris Melas

    Factor Investing , Factors

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    The suspension of the U.K.’s Woodford Equity Income Fund highlights the value of regularly reviewing a portfolio’s factor exposures and liquidity characteristics for signs of style drift or deteriorating ability to redeem shares.

  6. BLOG

    Using alternative data to spot ESG risks 

    Jun 7, 2019 Samuel Block

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    The amount of ESG-related information disclosed by corporations is on the rise, but investors still often lack a full understanding of financially relevant risks. How can they gain a better sense of where their investments are most vulnerable to ESG-related disasters?

  7. BLOG

    The rise of fundamental factors in China A shares 

    Jun 6, 2019 Oleg Ruban

    Emerging Markets , Factor Investing , Global Investing

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    Commonly held perceptions about China A shares have influenced investors to think factor strategies may not work in the Chinese equity markets. Our research suggests this may be changing.

  8. BLOG

    Fed policy, the credit cycle and real estate 

    May 28, 2019 Yihai Yu , David Zhang

    Risk Management , Real Estate Investing , Fixed Income

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    Amid the uncertainty over Federal Reserve policy, investors in commercial real estate (CRE) are confronting asset-allocation challenges and growing concerns about CRE valuation and debt levels, after an extended period of easy credit.

  9. BLOG

    What could stress emerging markets? 

    May 24, 2019 Thomas Verbraken

    Global Investing , Risk Management , Economic Exposure , Emerging Markets

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    Emerging-market equities and USD-denominated EM sovereign bonds started 2019 with a bang, but recent market turbulence caused by the U.S.-China trade standoff raises a pressing question: What could trigger the next EM downturn?

  10. BLOG

    Beyond headlines: How markets responded to US-China trade talks 

    May 9, 2019 Zhen Wei

    Economic Exposure , Emerging Markets , Global Investing

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    Our analysis suggests that changes in equity-market valuations, analysts’ consensus earnings estimates and data on companies’ revenue exposure are metrics that provided insight into recent market and sector performances.

Showing 1 - 10 of 300 entries