Effective 29 October 2021, Deutsche Wohnen SE will be deleted from the DAX due to the takeover by Vonovia SE. The minimum free float of ten percent is no longer met (section 22.214.171.124 in the Guide to the DAX Equity Indices).
Rising consumer prices boost bond yields—and share prices continue to climb; Sterling rate markets consider BoE move before year-end a certainty; Portfolio risk falls, as stocks and bonds resume their counter-movement.
A webinar organized by Risk.net and Eurex addressed the surge in interest in ESG derivatives and explored what lies ahead for the market amid increasing regulation and continued improvements in data and index design.
US Treasury curve flattens, as strong earnings tame inflation fears—for now Higher short-term rates make pound more attractive Stocks and bond rise together—and so does portfolio risk US Treasury curve flattens, as strong earnings tame inflation fears—for now Short US Treasury yields rose while longer-dated maturities fell in the week ending October 15, 2021, as […]
US large caps up, as risk nears historical median China’s risk drops below that of US small caps Oil-sensitive currencies rise against the US dollar US large caps up, as risk nears historical median US large capitalization stocks rose last week, as their risk continued to climb towards the historical median. Despite the recent decline […]
The STOXX Willis Towers Watson Climate Transition Indices (CTIs) are an innovative new family of indices designed to manage climate transition risk through a forward-looking, bottom-up analysis of the impact on company valuations from moving to a low-carbon economy. The indices help address risks and opportunities arising from climate transition in a transparent, systematic way and result in portfolios consistent with the Paris Agreement goals.
Manuela Sperandeo, BlackRock’s EMEA Head of Sustainable Indexing, discusses her firm’s investment mandate tracking the iSTOXX APG World Responsible Low-Carbon SDI Index, and explains how using indices can enhance transparency, efficiency and predictability in the construction process of a climate-aware and sustainable portfolio.
Surging oil prices lift both inflation expectations and bond yields; Dovish ECB keeps the short end of the Bund curve anchored, as long yields rise; Risk appetites increase, but portfolio risk declines.