Content (85)

  • Why ESG Is Outperforming The S&P 500

    White papers

    Why ESG Is Outperforming The S&P 500

    2020-05-28T09:15:00Z

    Over the past year, the S&P 500 ESG Index exhibited returns nearly 3% above the benchmark S&P 500. This is impressive given the objective of the ESG Index is not to outperform the benchmark. Instead, it can offer a sustainable alternative to the broad-based S&P 500, with similar risk and return, while at the same time achieving a boost in S&P Dow Jones Indexes ESG Score performance.

  • Sweden’s Experiment with Negative Rates

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    Sweden’s Experiment with Negative Rates

    2020-05-19T09:09:00Z

    At the end of 2019, Sweden’s Riksbank initiated a policy change at a time when the much larger European Central Bank (ECB) announced its determination to persist with its negative interest rate policy.

  • The 20-Year Bond in a Brave New World

    White papers

    The 20-Year Bond in a Brave New World

    2020-05-18T08:57:00Z

    The US Government has responded to COVID-19 in unprecedented ways to produce a huge and rapid fiscal policy response. To fund this policy, the Treasury announced that it will issue over $800 billion in Treasury securities over the next three months. Including issuance completed in April, the issuance number rises to over $1 trillion. That is a massive issuance schedule. Here is what is upcoming.

  • Make the most of the Uncleared Margin Rules extension

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    Make the most of the Uncleared Margin Rules extension

    2020-05-13T10:38:00Z

    On April 3, BCBS-IOSCO announced a one year extension to the final implementation phases of the uncleared margin rules (UMR), citing the ongoing market disruption across the globe resulting from COVID-19. This prompt action still requires approval by local regulators so firms may have to wait for final confirmation of the updated timeline.

  • Holistic Liquidity Measures During Covid-19

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    Holistic Liquidity Measures During Covid-19: Supply, Demand, and Market Conditions

    2020-05-11T15:18:00Z

    In late February and early March 2020, global markets experienced an unprecedented health crisis which increased both economic uncertainty and market volatility.

  • The Duration Risk in Equities

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    The Duration Risk in Equities

    2020-05-05T15:29:00Z

    Since early 2017 there has been a notable gap between the expected growth in future dividends and the performance of the US equity market.  The value of the 10 S&P 500® annual dividend index futures contracts at the end of April were eqivalent to about 500 S&P 500® index points, to be paid between now and the end of 2030.

  • The Widening Emerging-Developed Market Gap

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    The Widening Emerging-Developed Market Gap

    2020-04-30T15:36:00Z

    In our previous paper on the impact of rapidly growing budget deficits in Japan, Western Europe and the US, we examined the relationship between debt levels and the short and long-term interest rates over time for 12 developed economies.  

  • Alternative investments - managed futures

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    Alternative investments: managed futures

    2020-04-07T16:21:00Z

    Many high net-worth investors and institutions, such as pension funds, endowments, and foundations have increased allocations to managed futures in recent years.

  • How the Pandemic Could Reshape Consumer and Business Behavior

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    How the Pandemic Could Reshape Consumer and Business Behavior

    2020-04-06T15:22:00Z

    What will the economic and social landscape look like in a post-pandemic world? Will the behavior of individuals as consumers and that of companies change once we leap past the consequences of Covid-19 and begin the process of restoration?

  • Harnessing the benefits of automated FX trade lifecycle operations

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    Harnessing the benefits of automated FX trade lifecycle operations

    2020-02-28T16:07:00Z

    FX markets are unique not only in their scale but also in their complexity. There are multiple trading paradigms and venues where trades may be executed.

  • Initial Margin Landscape

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    Initial Margin Landscape

    2019-11-13T10:12:00Z

    Neil Murphy, business manager of triResolve, discusses what the regulatory initial margin landscape changes mean to the market and how in-scope firms for phase 5 and 6 may decide to take an alternative approach to IM compliance.

  • Adding Equity Index Futures to your Portfolio

    White papers

    Adding Equity Index Futures to your Portfolio

    2019-11-13T10:05:00Z

    No matter your investment vehicle, as a standardized, liquid contract, Equity Index futures may make a strong addition to your portfolio. Dive into the latest research to learn more about key features of Equity Index futures.