We are pleased to bring you the latest episode in our Video Series, where we discuss important and timely topics for Private Markets participants with thought leaders throughout the industry.

In this episode, Caroline Löfgren, Head of Responsible Investment at Hg, joins Jocelyn Lewis for a talk on key considerations for a successful ESG strategy. They touch on why ESG is increasingly important, and discuss how Hg is building an ESG investing framework, from investment to data collection and investor reporting.

To view previous videos in the series, featuring Tecum Capital, Lionpoint Group, Goldman Sachs Asset Management, Monroe Capital and Star Mountain Capital, please click here.

“This is a great accolade to receive on behalf of our innovative and talented teams of IHS Markit Financial Risk Analytics, but especially for our customers. In partnership, we drive our product development to deliver industry-leading credit risk management capabilities. We strive to continually apply our R&D within the year, resulting in evolving quantitative risk measures and fast performance for their growing business volumes. With our global presence, customers know we are always responsive to their detailed implementation and support needs in their time zone, and this may be some of the reasons why we have won this prestigious award.’’ Mark Findlay, vice president, global head of Financial Risk Analytics, IHS Markit

 

In recent times, a deluge of external data and AI techniques have become available to insurance companies, presenting an opportunity to incorporate more automated and "data-driven" decision-making into pricing and exposure management processes. However, the time-to-value when leveraging external data can be a lengthy and complex journey, complicated further by technology or personnel constraits.

During this webinar, experts from the IHS Markit data science, marine and country risk teams will discuss their experience of generating insight from data. The discussion will focus on:

After the 2008/2009 global financial crisis, regulators around the world came up with a series of mandates and objectives that aimed to prevent and minimize another crisis in the future. The U.S. was the first country to take on the mandate through legislation. The Dodd-Frank Act was signed into law almost 11 years ago and ushered in a new area of financial oversight, governance and reporting requirements.

The Act gave the two main U.S. financial regulators, the CFTC and the SEC, the ability and mandate to introduce rules governing OTC derivatives reporting, clearing and execution requirements.

Successful deal execution is reliant upon many critical factors, including precise order entry, strict regulatory adherence, unequivocal price discovery, fair allocation practices, and more. We enable capital markets professionals to execute deals more efficiently with an end-to-end execution platform for the equity primary issuance process. Our Equity Bookbuild (EBB) platform manages all facets of the deal lifecycle, including marketing, syndicate collaboration, order/allocation management, and post-settlement activities.

Key benefits

IHS Markit now offers a digital feed for the delivery of private investment benchmark indices with more than double the number of standard indices compared to the legacy reports, providing licensees with: 

We work with a significant number of clients with global footprints, especially in insurance, providing realistic disaster scenarios. The goal of these scenarios is to consider events that are unlikely but would be impactful if they happened. Our clients use these to evaluate their books of business against potential losses. We recently shared our RDS for a possible hightened risk of war in the Middle East. In today's post, we turn our analysis to Latin America.

Our current view on Latin America SRCC (strikes, riots and civil commotion) is that protests in major Latin American countries in 2021 are likely to maintain the trends observed in 2020, namely occasional protests by labor unions, students, and low-income informal workers in the main capitals. However, for this exercise, we considered what it would look like if instead, risks rose significantly in the region.

Scenario: Latin America enters a second year of economic recession, as the third wave of COVID-19...

The news, and our podcasts, have been filled with stories about the dramatic rise in lumber prices – until 2 weeks ago when prices fell. Join our Pricing and Purchasing and construction industry experts as they discuss what precipitated the price drop and whether prices will soon drop to pre-pandemic levels. They also turn their attention to the housing market where materials prices, inclusive of lumber, are up 9% but the cost of a new house is up 20%. They unpack what is driving up costs and how the construction market is doing around the globe. It’s a true tale of supply and demand.

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Speaker: Deni Koenhemsi, Principal Economist – Pricing and Purchasing and

John Anton, Director, Pricing and Purchasing, IHS Markit and

Scott Hazelton,...

Mainland Chinese authorities' push for further deleveragingIntroduction of a blanket loan moratorium across AsiaExtended blanket moratorium in Hungary, despite central bank warningsGrowing tensions between Nicaraguan banks and the governmentHaircuts on foreign currency deposits in LebanonOngoing liquidity squeeze in Nigeria's banking sector

New account onboarding is one of the most pressing challenges for the Financial Services industry. A lack of industry standardization, transparency and controls, manual communication and changing requirements across institutions leads to 40+ days to onboard a new account and deploy capital.  

Counterparty Manager: Onboarding Accelerator is an automated and customizable end-to-end onboarding solution for brokers, custodians, corporates, fund admins, managers and service providers. Built within the Counterparty Manager platform, it integrates entity data, document collection, KYC and Tax profile validation, regulatory protocols and self-declarations, legal and credit agreements and operational set up into a seamless solution.

Download the Onboarding Accelerator factsheet.Download the Onboarding Accelerator for Custodians factsheetDownload Infographic - Why is client onboarding so challenging?

In this joint IHS Markit & Duff & Phelps (Rebranded as Kroll in June 2021) webinar, we will review a number of errors and reporting problems companies face in their day-to-day transaction reporting. We will look back and learn from some of the past year’s challenges and take a deep dive into what is changing in the future and how to prepare.

To respond to evolving fixed income market structure themes and associated navigation challenges, IHS Markit is focused on continually enhancing its front-office suite of capabilities to provide richer pre-trade insights and price discovery toolkits for users. In a significant step forward, we have established connectivity with Lucera and Neptune Networks ("Neptune") to deliver to mutual clients of our thinkFolio investment management platform, Lucera and Neptune access to high-quality pre-trade data and liquidity signals.

Lucera's LumeALFA Analytics is a new lighter version of its LumeALFA service, a leading fixed income data aggregation and market surveillance tool that provides its clients with a consolidated view of client -selected pre-trade liquidity data from major electronic venues and dealer inventory feeds, as well as connectivity to client-selected execution venues, including single dealer executions. LumeALFA Analytics is designed to provide a real-time view...

The end of 2021 and potential cessation of LIBOR publication is fast approaching. With this, most jurisdictions have taken steps to select and create new benchmarks to transition away from LIBOR.

The markets most affected by the transition away from Interbank Offered Rates (IBORs) are the five currencies of LIBOR (US Dollar, Pound Sterling, Euro, Japanese Yen, Swiss Franc), as well as the Australian, Canadian and Hong Kong Dollar markets.

Across jurisdictions, committees are working on alternative Risk-Free Rates (RFRs) to replace IBORs with the underlying promise of better governance and oversight around major interest rate benchmarks. Regulators and central banks along with industry experts from leading financial institutions are driving these discussions.

IHS Markit is helping to lead the conversation in order to help our clients better navigate the transition.

Tech companies have, for years, pushed back against the idea of initiating dividends. Consistent double-digit earnings growth and a lack of pressure on the sector to consider dividends has allowed these companies to avoid an initiation.

The securities processing industry has experienced growing pressure in recent years from increased regulation, heightened investor expectations, higher processing volumes and market volatility. While next-generation fintech has the potential to address these challenges, the industry's ageing legacy systems add a layer of complication to their adoption.

Recently, IHS Markit hosted a webinar in which a panel of industry experts and practitioners from DnB Markets, Firebrand Research, Multrees Investor Services and Erste Group discussed some of the key drivers and challenges facing the post-trade world as it collectively steps up efforts to transform operations and leave the legacy struggle behind.

Below are some key themes that emerged during the discussion.

The past year has brought change on an order of magnitude that we-and the procurement leaders we support-have never seen before. How will it impact the way the organization sources and procures goods and services? What new technologies, processes and operational frameworks will help procurement adapt and thrive?

Download the whitepaper to find out how the procurement function is undergoing massive changes and what the future impact will be.

Social and Governance in the supply chain The focus on non-financial, Environmental, Social and Governance (ESG) data and metrics continues to increase across all industries and regions. Both public and private companies are under increasing pressure from investors, civil society and governments to make ambitious public commitments covering all aspects of ESG, but especially carbon emissions which are directly linked to climate change and its threat of global systemic disruption. As a result, companies are required to simultaneously demonstrate compliance with an ever-increasing raft of legislation and regulation (e.g., Modern Slavery Act (MSA), German Supply Chain Law), while also and demonstrating delivery against targets to dramatically minimise their impact on the environment and make positive contributions to diversity and inclusion.The Role of The Supply Chain Firms must master overall Supply Chain Management and incorporate ESG into their overall supply chain strategy...

By Anup Aryan

At IHS Markit, we are continually seeking ways to accelerate xVA computations and deliver xVA valuations and sensitivities which meet and exceed the ever-growing challenges of modern financial risk pricing. In recent years, neural networks and machine learning have revolutionized a wide array of computationally intensive modelling tasks, from self-driving cars to speech recognition, all while delivering exceptional prediction performance. Inspired by these recent advances, we have applied machine learning techniques to xVAs to address some of the toughest modelling and performance challenges in financial markets to date. The result is the xVA Neural Net Engine, a high speed xVA pricer based on neural net modelling and accelerated GPU computing, which delivers accurate xVA valuations many orders of magnitude faster than traditional methods.

IHS Markit is now publishing a series of forward-looking dynamic term rates that measure the daily US Dollar (USD) cost of funding in institutional markets. These rates include the IHS Markit USD Credit Inclusive Term Rate (CRITR) and the IHS Markit USD Credit Inclusive Term Spread (CRITS), which are designed to provide banking institutions a broad measure of USD funding costs on a senior unsecured basis.

The CRITR and CRITS rates are available from 1 June 2021 and will be updated daily at 8am ET, in alignment with SIFMA's holiday calendar. The rates are available in the following tenors: overnight, 1-month, 3-month, 6-month, and 12-months. Historical data for the rates is available back to the start of 2015.

CRITR and CRITS are the first credit sensitive rates based on extensive constituent bases - they track most USD institutional certificate of deposit, commercial paper and short-term corporate bond transactions using a publicly disclosed, robust rules-based...

Join us for a webinar hosted by a panel of leading industry experts who will discuss the evolving regulatory landscape in the derivative space as it pertains to Securities Based Swap Dealers, and the 2021 ISDA U.S. Self-Disclosure Letter.

Over the last 10 years, the derivative industry has been heavily influenced by the Dodd-Frank regulations, which have been governed by the Commodity Futures Trading Commission (CFTC). In 2020, another US Regulator, the Securities and Exchange Commission (SEC) communicated its intention to require dealers under their jurisdiction to adhere to the Dodd-Frank rules.

During this webinar, our panelists will go through a brief history of the Dodd- Frank Rules and the associated protocols, as well as delve into the new US Self Disclosure Letter, and describe the importance and impact of this letter to dealers, as well as the broader financial industry. Representatives from ISDA Amend will also discuss the free solution that will be...