Content (172)

  • Appraising home bias exposure

    White papers

    Appraising home bias exposure

    2020-01-20T16:29:00Z

    This paper explores the investment impact of the large and persistent home bias in the equity allocations of the five largest European pension fund markets since the global financial crisis. 

  • After a banner year for global equities, what can we expect in 2020?

    White papers

    Blog | After a banner year for global equities, what can we expect in 2020?

    2020-01-08T11:04:00Z

    The strong rally in global equities in the fourth quarter capped a year of robust gains across global equity markets as reflected in FTSE Russell index performance. This included a more than 31% return for the US large-cap Russell 1000® Index with similar positive returns across other developed and emerging markets equities.

  • EU Taxonomy shines a bright light on green claims

    White papers

    Blog | EU Taxonomy shines a bright light on green claims

    2019-12-23T11:00:00Z

    As ESG issues have risen up the investment agenda, so too have the number of green claims made by investment managers, sometimes on the basis of questionable assumptions or limited data. Now, with agreement by EU institutions on the long-awaited EU Green Taxonomy, those claims will have to be firmly grounded in evidence.

  • BLOG US equity markets - a focus on size and style

    White papers

    Blog | US equity markets - a focus on size and style

    2019-12-12T14:13:00Z

    As investors race toward the finish for 2019 and look ahead to 2020, US large caps continue to outperform small caps while growth still leads value. FTSE Russell market experts share insight on whether these trends are likely to continue into the new year

  • China A50 is big still beautiful

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    Blog | China A50: is big still beautiful?

    2019-12-10T14:25:00Z

    China A Shares have made headlines as major index providers have begun phasing them into their major global equity indexes. The inclusion process began recently, but FTSE Russell has offered China A Shares indexes since 2001, when China first started easing restrictions on A Shares foreign investment.

  • US Agency mortgage-backed securities (MBS) - A foreign investor’s perspective

    White papers

    US Agency mortgage-backed securities (MBS) - A foreign investor’s perspective

    2019-12-10T11:12:00Z

    The objective of this paper from FTSE Russell  is to explore the US mortgage-backed securities (MBS) market from the perspective of a foreign investor. We pay particular attention to the US Agency MBS segment, owing to its size, liquidity, return and risk characteristics.

  • Schwab Impact abuzz with direct indexing—here's how index providers fit in

    White papers

    Blog | Schwab Impact abuzz with direct indexing—here’s how index providers fit in

    2019-12-05T14:31:00Z

    Among the many reasons Schwab Impact is a must attend event each year is the chance to hear where the industry is going. This year, the buzz was definitely around direct indexing and customization. The term “direct indexing” is essentially a new spin on Separately Managed Accounts – a tried and true investment structure. The change in nomenclature reflects that, thanks to new technology, what was once available for just the largest institutional investors can now be delivered efficiently and effectively to relativity small retail investors.

  • Growth in ESG begs the question of implementation

    White papers

    Blog | Growth in ESG begs the question of implementation

    2019-12-04T15:01:00Z

    A significant level of assets have flowed into sustainable investment in recent years, to the tune of $30.7 trillion globally in the five major markets at the start of 2018—a 34% increase in two years—according to The Global Sustainable Investing Alliance’s most recent trends report. At a recent Principles for Responsible Investment (PRI) event in Mexico City, I addressed a crowd of Latin American asset owners and asset managers to share insights drawn from our work in this exciting and growing area.

  • #TradeTalks; New approaches to navigating the fixed income market

    White papers

    Blog | #TradeTalks; New approaches to navigating the fixed income market

    2019-12-04T14:49:00Z

    Jill Malandrino, host of Nasdaq’s #TradeTalks, was joined last week by fixed income, ETF and market structure experts from FTSE Russell, Nasdaq and Goldman Sachs Asset Management to discuss new approaches to navigating the fixed income market.

  • 93551_FTSE-Russell-China-Bond-Research-Report

    White papers

    FTSE Russell China Bond Research Report - November 2019

    2019-11-30T11:06:00Z

    Highlights in the November report

  • 93549_Investing-in-emerging-market-equities-Europe-2019

    White papers

    Investing in emerging market equities Europe 2019 - Developing and implementing strategies that balance risk and reward.

    2019-11-30T11:04:00Z

    This FTSE Russell sponsored report features a myriad of interviews, white papers and a roundtable discussion. Divided into three sections: “tension, trade and trade wars”; “balancing risk and reward” and “the business growth-cycle” – it features contributors from establishments including VBV Pensionskasse, Aon Hewitt, APG Asset Management and Oxford Economics.

  • 93547_How-could-climate-change-impact-sovereign-risk

    White papers

    Research: How could climate change impact sovereign risk?

    2019-11-30T10:57:00Z

    In this paper, FTSE Russell introduces the concept of climate change risk and its implications for sovereign risk in both advanced and emerging economies, via changes in fiscal policy, social contract and political stability.