October 14, 2021
3:00 p.m. BST | 4:00 p.m. CET | 10:00 a.m. ET
Amid increasing concern for the future of our planet, the demand for environmental, social and governance (ESG) factors has grown significantly. As such, global investors are looking for tools to support the development of sustainable portfolios. ESG derivatives are playing an important role in the transition towards a more sustainable economy and although this market is still nascent, international derivatives exchange Eurex has been supporting the market move by expanding its range of ESG futures and options.
Most recently, the development of a common taxonomy and initiatives like the Sustainable Finance Disclosure Regulation (SFDR) have had a significant impact on the industry encouraging ESG products to become a staple in financial markets – particularly the use of ESG-linked derivatives into portfolios.
This webcast will hear from market participants as they reflect on the latest developments and discuss:
• Building liquidity and a review of the latest liquidity research
• Managing portfolio risk
• Transparency, data, and cost
• Challenges and opportunities for the future of ESG derivatives
• Index methodology design considerations
Stella Farrington, Head of Content, Risk.net
Dr. Steffen Hörter, Head of ESG, Munich Re Investment Partners GmbH
Holger Schlünzen, Institutional Trading Delta 1, Optiver
Hamish Seegopaul, Managing Director, Product Research and Development, Specialty Indices, Qontigo
Achim Karle, VP Equity and Index Sales EMEA, Eurex