All Index-Linked Bonds articles
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White papersThe Move to Indexing - Why Indexing Makes Sense in Fixed Income
Once, all investing was active but over time, as index strategies and products were refined, the value and efficiency of indexing has persuaded more and more investors to switch.
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White papers
Achieving scale in active ownership and engagement through index investing
There is a growing realization that combining index investing and sustainability engagement is not only possible but can reinforce and mobilize significant global assets under management to enable collaborative engagement.
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White papers
Opportunity Does Now Equal Attainment
We’ve previously argued that most managers should prefer above-average correlation, because the incremental volatility a manager accepts to pursue an active strategy will be lower when correlations are high.
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White papers
Blog | Index inclusion: chasing profits can lower returns
If we look at the largest US companies by market capitalization, we can see that many of them don’t have extensive histories of profitability. In fact, some of them only became consistently profitable less than a decade ago—or in a few cases, even less than a year ago.
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White papers
The right ETF starts with the right index
Deeper knowledge about how indices work can drive better portfolio outcomes for wealth advisors. Contents include:
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White papers
External Advisory Committee Discussions – September 2020
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 make sure that they each evolve to continue to meet the highest standards in the industry. To promote transparency, this note provides a summary of the topics presented to the advisory committees in Q3 2020.
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White papers
Reducing Downside Risk with ESG - The case of the US Corporate Index
Bloomberg Portfolio and Index Research has published a series of reports on the impact of applying ESG considerations to major Bloomberg Barclays Corporate Bond Indices (the US Corp and Euro Corp Investment Grade indices and the Global High Yield Corp index.
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White papers
NASDAQ 100-S&P 500 Volatility Ratio at Peak Levels
The cost of NASDAQ 100 options has ballooned relative to S&P 500 options over the past three years as the tech-heavy index leads the recovery in equities. Read the latest article from CME Group Senior Economist, Erik Norland.
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White papers
Conviction, Confidence, and Courage
Never wish to show courage, a wise man once counseled; courage can be displayed only in circumstances where one’s natural instinct is to be afraid, and fear is an unpleasant emotion. This principle, with obvious qualifications, applies to investment management. Successful portfolio management can require holding positions when one’s natural instinct is to sell.
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White papers
Avoiding “diversification decay” in emerging-markets debt
In the past decade, there has been a 350% increase in institutional holdings of emerging-markets (EM) debt, much of which has been invested in index-based strategies (Exhibit A).
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White papers
Blog | Schwab Impact abuzz with direct indexing—here’s how index providers fit in
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.
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White papers
FTSE Russell China Bond Research Report - November 2019
Highlights in the November report
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White papers
Adding Equity Index Futures to your Portfolio
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.
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White papers
The ECB And The EU Banking Sector: Some Relief, With Winners And Losers
The new two-tier deposit-reserving scheme: With this measure the European banking sector could save up to c. €4 billion in annual interest costs (based on avoiding the -50bps deposit rate). However, while a large number in absolute terms, this only accounts for c. 2% of earnings on average for the main banks in the sector and therefore has little impact on overall Returns on Equity and profitability metrics.
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White papers
Blog | Is it a good time to be in the stock market?
As we enter this year’s annual Russell rebalancing process (also known as the Russell Reconstitution), investors may be interested to know that it has been 35 years since the Russell indexes were created, and the original guiding principles behind the rebalancing process and other features of the Russell indexes have stayed constant over the years.
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White papers
Portfolios and Investing: If/When “Winter” is Coming?
Did the Fed over-tighten monetary policy with its nine rate hikes, paving the way for an investment ‘winter’ in equities and bond markets?
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White papers
The LIBOR Transition
Planning for the market’s transition from the London Interbank Offered Rate (LIBOR) to the Secured Overnight Financing Rate (SOFR) has accelerated recently, but substantial uncertainty remains as to how and when the conversion of nearly $370 trillion of financial products will occur.
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White papers
Asset Allocation Update: Strong earnings prompt US equities upgrade
Amid background noise such as ongoing trade skirmishes involving the US, the evolving Chinese economy and geo-political tensions, we have spent time analysing recent market movements and the implications for risk assets.
