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Showing 11 - 20 of 316 entries

  1. BLOG

    Under the hood: Rating ESG funds 

    Jul 10, 2019 Michael Disabato

    ESG Research , Global Investing

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    Nearly $31 trillion in assets under management were invested in funds that consider ESG issues in their investing process as of January 2018, a 34% increase from two years previously. Transparency is key to understanding what this expansion means.

  2. BLOG

    Liquidity and correlation in the Chinese credit market 

    Jul 9, 2019 Manuel Rueda

    Fixed Income , Risk Management , Models/Client Cases

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    China’s stock market has drawn huge attention from global investors, especially as China A shares have been added to leading equity indexes. But the same cannot be said for the country’s 38 trillion CNY (USD 5.5 trillion) credit market, now the second-largest in the world. Despite the market’s overall size, foreign investor participation remains miniscule, with overseas bondholders accounting for less than 1% of the total holdings.

  3. BLOG

    Asian retail resilience: Have store hours affected performance? 

    Jul 9, 2019 Bryan Reid

    Real Estate Investing , Global Investing

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    Industrial real estate has outperformed retail assets in recent years, but the trend has been less pronounced in Asia, where store hours, among other reasons, might have led to more resilient retail performance.

  4. BLOG

    Reverse convertibles: Worth the risk? 

    Jul 5, 2019 Gyorgy Kocsis , István Varga-Haszonits

    Risk Management , Models/Client Cases , Fixed Income

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    Do reverse convertibles offer any obvious risk-return benefits over high-yield bonds?

  5. BLOG

    Factors in Focus: Dynamic short term, strategic long term 

    Jul 2, 2019 Waman Virgaonkar , Hitendra D Varsani

    Factor Investing , Factor Research Group , Factors

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    We review factor performance over the second quarter, provide the perspective of a long-term view and look to indications from our adaptive multi-factor model heading into Q3.

  6. BLOG

    Bank loans: Will crisis follow the search for yield? 

    Jun 27, 2019 Hamed Faquiryan

    Risk Management , Fixed Income , Models/Client Cases

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    In the post-2008 search for yield, investors have taken on considerable exposure to leveraged bank loans. We assess whether these loans pose systemic risk in the way subprime mortgages did during the last crisis.

  7. 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.

  8. 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. 

  9. 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?

  10. 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?

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Showing 11 - 20 of 316 entries