15 February 2019
Single Security Initiative to Shake Up Agency MBS Products and Conventions
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Financial Services Commentary and Analysis
Powering the world's financial markets with data, technology and innovation.
IHS Markit provides industry-leading data, software and technology platforms and managed services to tackle some of the most difficult challenges in financial markets. We help our customers better understand complicated markets, reduce risk, operate more efficiently and comply with financial regulation. Our services benefit the entire financial enterprise, from traders, portfolio managers, risk managers, compliance officers and operations teams to regulators and many others.
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14 February 2019 Chris Fenske
Bid/ask spread is an indicator of liquidity for assets, but arriving at an accurate level for a CLO can be challenging.
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11 February 2019
We present recent enhancements in the construction of our REIT Model II.
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06 February 2019
Monthly style and specialty model performance report.
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06 February 2019 Paul Jones
The alarm around non-modellable risk factors seems to have faded in the long-awaited final version of the FRTB Market Risk Framework published...
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05 February 2019
We review factor performance in January 2019.
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28 January 2019 Sam Barber
A review of key highlights from the ETF Rule proposal that looks to standardize regulation in the US ETF market
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23 January 2019 Sam Pierson
The most securities lending revenue since 2008!
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21 January 2019
The complexity of derivatives pricing has grown significantly in the past decade, with banks having to factor in a series of valuation adjustments...
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18 January 2019 Chris Fenske
The liquidity of CRT MBS ebbs and flows, but the lack of trades requires other factors to measure shifts in liquidity.
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18 January 2019
The new Basel market risk requirements set out in the Fundamental Review of the Trading Book (FRTB) are expected to transform risk calculations...
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17 January 2019 Patricia Tessier
The average settlement time for distressed loans in 2018 was 2 months, more than four times greater than that of par/near par loans. This is...
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15 January 2019
We review factor and style model performance in 2018.
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15 January 2019 Katerina Lipatova
With data breaches occurring more frequently, there is a notable concern for institutional investors and money managers.
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14 January 2019 Julien Rey
IBORs, new benchmarks series - Focus on SOFR
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11 January 2019 Gavan Nolan
2019 has started with a rally but it may be a rocky road ahead
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10 January 2019 Eric Menzie
Market downturn has sparked investor questions on investment research spend, regardless of MiFIDII. As investors demand greater transparency...
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09 January 2019 Gil Shefi
“Buy the rumours, sell the facts” is normally a good trading strategy. It plays nicely to the human bias that the Roman senator Tacitus described...
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08 January 2019
Monthly style and specialty model performance report.
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07 January 2019
We review factor performance in December 2018.
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07 January 2019
The Q4 2018 IHS Markit leveraged loan snapshot report shows mixed results on year end trends.
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19 December 2018
On Thursday, December 13, 2018, the IRS issued new proposed regulations under FATCA and Chapter 3 as part of Treasury's regulatory burden reduction...
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18 December 2018 Sam Pierson
Short interest and momentum factors deliver alpha
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13 December 2018
With the first three waves of the initial margin requirements for non–cleared derivatives instruments complete, the focus has moved on to the...
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11 December 2018
Firms need to optimise their internal processes and implement new regulation required processes if they are to reduce the operational risk of...
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05 December 2018
Monthly style and specialty model performance report.
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05 December 2018
We review factor performance in November 2018.
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29 November 2018 Sam Pierson
Peak borrow availability at minimum cost
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27 November 2018 Sam Pierson
ETF lending revenue to beat 2017 total, with December still ahead
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26 November 2018
IHS Markit, as an Associate Sponsor of RiskMinds International 2018, would like to invite you to meet our team of risk analytics experts during...
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20 November 2018 Chris Fenske
Parsed bond quotes patterns can provide a real-time indicator of changes in bond market liquidity
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13 November 2018 Chris Fenske
Data shows that 10yr AAA municipal bond yields rose slower than benchmark government bonds when rates sold off in the US.
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08 November 2018 Sam Pierson
What a difference a decade makes
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08 November 2018 Gavan Nolan
Flagship UK credits are widening amid Brexit uncertainty
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07 November 2018 Sam Pierson
Best month of the year for short interest factors
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07 November 2018
Monthly style and specialty model performance report.
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07 November 2018
We review factor performance in October 2018.
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06 November 2018 Jonathan Chatelain
For FY18, despite red flags that can forewarn a dividend cut, we forecast Casino to pay a flat dividend of €3.12 per share, to be paid in two...
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05 November 2018 Rory McSwiggan
After three consecutive quarters of increasing totals and record highs, trade volumes for Q3 seem to have ebbed slightly. Total sales for Q3...
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31 October 2018
We review the Oil and Gas Model performance as IHS Markit raised its oil price outlook for 4Q 2018 while geopolitical events lay the groundwork...
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29 October 2018 Sam Pierson
Most shorted ahead of earnings
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29 October 2018 Gil Shefi
The idiomatic phrase “Garbage In, Garbage Out” still rings true 60 years after it was first coined. It has expanded from the world of computer...
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16 October 2018
This year, we are focused on 'Agility in post-trade' and looking at how being agile as an organisation is a key differentiator for our clients...
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12 October 2018 Gavan Nolan
The recent credit event on Astaldi showed that not all bankruptcies are the same
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08 October 2018
Monthly style and specialty model performance report.
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05 October 2018
We review factor performance in September 2018.
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05 October 2018 Gavan Nolan
Astaldi has filed for creditor protection, but will be that enough to trigger a credit event
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28 September 2018 Sam Pierson
The most expensive to borrow US equities have delivered short alpha in September, but demand is still down
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20 September 2018
We review the Bank & Thrift Model II performance 10 years after the Lehman bankruptcy.
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17 September 2018
We review the Australian economic landscape and recent quantitative model and factor performance within the Research Signals Global Factor Library....
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14 September 2018 Sam Pierson
Rally sees shorts get more selective
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14 September 2018 Gavan Nolan
Turkey's credit spreads have rallied after the central bank hiked rates
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11 September 2018
Financial markets are volatile and unpredictable, but do they display certain patterns that could be helpful in risk management and portfolio...
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10 September 2018 Stuart Nield, Ph.D.
Despite being introduced over six years ago, there is still no market consensus on how to calculate the Funding Valuation Adjustment or FVA....
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06 September 2018
Monthly style and specialty model performance report.
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06 September 2018
We review factor performance in August 2018.
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05 September 2018
IHS Markit's acquisition of Ipreo brings together businesses with strong growth potential in alternative assets and solutions for asset managers....
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03 September 2018 Sam Pierson
Following Tesco, shorts have covered positions in Ocado, Sainsbury & Wm Morrison
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29 August 2018 Sam Pierson
Credit shorts advance ahead of earnings
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27 August 2018 Julien Rey
On 26th July, Fannie Mae issued a $6 billion floating-rate senior unsecured note based on SOFR. This was the first-ever issuance of a SOFR security....
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24 August 2018 Gavan Nolan
Is the credit cycle at a late stage? If so, investment firms should look to use CDS and derived datasets
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23 August 2018
We review the economic landscape of China and recent quantitative factor and model performance within the China A-shares universe of the Research...
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23 August 2018 Sam Pierson
Strong correlation between inflation sensitivity and US equity returns in August
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23 August 2018
The closure of the Istanbul stock exchange for the Eid holiday during the week of August 20th has created challenges for investors looking to...
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17 August 2018 Gavan Nolan
Bank CDS spreads have felt the impact from Turkey, but perhaps Italy is a bigger problem - particularly for domestic banks
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16 August 2018 Sam Pierson
Elon says Tesla is 'most shorted stock in the history of the stock market' - but is it?
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14 August 2018 Sam Pierson
Hedging Turkey exposure
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10 August 2018 Gavan Nolan
Emerging markets are in the spotlight and CDS liquidity remains strong
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09 August 2018 Sam Pierson
Equity and credit bears stick with their winners
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07 August 2018
Monthly style and specialty model performance report.
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07 August 2018
We review factor performance in July 2018.
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06 August 2018 Kirston Winters David Cook Brie Lam
OTC derivatives market participants are receiving a growing number of requests from their dealers to novate swaps from a one entity to another...
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30 July 2018 Sam Pierson
Recently offered CDS contracts reflect credit concerns
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26 July 2018 Sam Pierson
Securities Finance Q2 Review
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24 July 2018 Sam Pierson
Most shorted global equities ahead of earnings
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18 July 2018 Julien Rey
Since the last financial crisis in 2007, regulators and financial market participants have questioned the reliability and robustness of benchmark...
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16 July 2018
Responsible Officers ("RO") have long known this day of reckoning was coming
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13 July 2018 Francis Land
In part two of our blog on Research Payments under MiFID II, Francis Land highlights one potential unintended consequence of the new rules.
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10 July 2018
Monthly style and specialty model performance report.
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10 July 2018 Sam Pierson
European equity lending revenue is pointing higher
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06 July 2018
We review factor performance in June 2018.
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06 July 2018 Francis Land
Under MiFID II’s research payment rules, the days of ‘No such thing as a free lunch’ should be a thing of the past. However, there have been...
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29 June 2018 Sam Pierson
EM equity short balances peaked at $110bn on June 8th
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28 June 2018
Data science is not new. But the availability of new tools and technologies is changing the role of the data scientist, enabling them to produce...
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28 June 2018
The early promise of blockchain is beginning to bear fruit as financial services firms invest in DLT projects to reduce risk and cost.
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28 June 2018
Managing the huge amounts of data now available to the financial sector is a challenge that is being met by integrating new tools and methods...
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26 June 2018 Sam Pierson
IG credit short balance hits post-crisis peak in June
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19 June 2018 Pierre Khemdoudi
Overview of SFTR initiative
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15 June 2018
An update to our Social Media factor suite performance since the factors went live four years ago.
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15 June 2018 Sam Pierson
Crowded US equity shorts outperform
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13 June 2018 Jonathan Chatelain
The recovery in the oil price, stronger free cash flow generation and improved balance sheet are expected to boost oil payouts by 7%
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08 June 2018
Monthly style and specialty model performance report.
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07 June 2018
We review factor performance in May 2018.
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07 June 2018 Gil Shefi
The long-awaited Basel Committee Consultative Document on the Fundamental Review of the Trading Book (FRTB) minimal capital requirements for...
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07 June 2018 Chong Jun Wong
The inclusion of Temasek Holdings into the NIRC framework in 2015 has not prompted Temasek-linked companies (TLCs) to amend their payout pattern...
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01 June 2018
The IHS Markit Weekly Securitized Snapshot provides a summary of the US securitized market.
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31 May 2018 Gavan Nolan
Investors should take heed of the CDS ISDA basis when monitoring redenomination risk
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25 May 2018 Sam Pierson
Short balances in Marijuana stocks hit $2.1bn, highest on record
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25 May 2018 Sam Pierson
Q2 on pace for largest post-Brexit FTSE 250 short covering
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22 May 2018 Sam Pierson
Marijuana related stocks: Valuation and short demand
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17 May 2018 Sam Pierson
After Macy’s kicked off retail earnings with a strong result, see how short sellers are positioned for JCP earnings today.
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15 May 2018 Sam Pierson
US Gaming Stocks Advance on Supreme Court Decision
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14 May 2018 Derek Fang
Aggregate dividends from Chinese automotive companies are expected to increase to HKD 16.2bn by 2020, up 76% from 2017
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11 May 2018 Sam Pierson
IHS Markit Securities Finance Q1 Review
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11 May 2018 Adam Mauro
The IHS Markit Weekly Securitized Snapshot provides a summary of the US securitized market.
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08 May 2018
Monthly style and specialty model performance report.
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07 May 2018 Sam Pierson
Short sellers of equities and corporate bonds are navigating a challenging Q1 earnings season
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04 May 2018
We review factor performance in April 2018.
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04 May 2018
IHS Markit Weekly Securitized Snapshot – May 5, 2018
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01 May 2018 Vaughan Harding
Funding valuation adjustment, or FVA, has long been the subject of heated debate within the industry. Intended to ensure banks account properly...
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27 April 2018
In a keynote interview with Ulku Rowe of Google Cloud Lance discusses the evolving alternative data market.
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27 April 2018 Adam Mauro
IHS Markit Weekly Securitized Snapshot – April 27, 2018
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26 April 2018 Sam Pierson
Mixed results for short sellers as earnings season rolls on
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24 April 2018 Dan Huscher
In the fixed income markets, judging liquidity can be a complex issue.
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24 April 2018 Gavan Nolan
Credit indices are influenced by option volumes, a technical factor that can’t be ignored
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20 April 2018
The IHS Markit Weekly Securitized Snapshot provides a summary of the US securitized market.
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20 April 2018
Over the last two years, 22 central securities depositories in 20 markets have migrated to TARGET2-Securities (T2S). Like it or not, the platform...
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18 April 2018 Tom Matheson
Dividends from US blue-chips continue to surge in Q2, forecast up $2.5bn
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13 April 2018
The IHS Markit Weekly Securitized Snapshot provides a summary of the US securitized market.
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10 April 2018 John Jannes
As the MiFID II RTS 28 report filing deadline looms, find out how to meet your reporting obligations by acting now.
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09 April 2018 Sam Pierson
First quarterly decline in US Equity ETF balances since 2016
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06 April 2018
Full year 2017 review of ETP trade volumes
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05 April 2018
Monthly style and specialty model performance report.
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05 April 2018 Paul Jones
As the fog lifts on the FRTB framework following the publication of the BCBS’ consultation paper and firms buckle down to meet the June 2018...
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05 April 2018 Chris Williamson
Bad weather curbed business activity growth in March, leading to the weakest expansions of output and new orders for 20 months.
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04 April 2018
We review factor performance in March 2018.
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01 April 2018
One of the most important counterparty credit risk measures is the credit valuation adjustment (CVA), defined as the present value of the potential...
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29 March 2018 Dan Huscher
The notion of regulating liquidity risk management is no longer a question of if, but when and how.
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26 March 2018 Sam Pierson
Tesla bonds and equities have attracted short sellers
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21 March 2018 Bethany Baer
Brokerages are trying to keep millennials and Gen Xers engaged to retain their assets
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19 March 2018 Chong Jun Wong
Companies in the FTSE Straits Times Index are expected to return SGD 20.9bn in dividends to shareholders this year.
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19 March 2018 Francis Land
Some thoughts on the future of Commission Sharing Arrangements in a MiFID II world.
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19 March 2018 Gavan Nolan
MREL and TLAC requirements will soon come into force in Europe. The CDS world will have to adapt to the shifting landscape in cash.
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16 March 2018
The IHS Markit Weekly Mortgage Snapshot provides a summary of the US securitized mortgage market.
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14 March 2018 Sam Pierson
Short demand for EU equities has continued to increase in early 2018.
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14 March 2018 Paul Jones
With banks’ trading operations already struggling to maintain profitability under high capital requirements from Basel III, firms are looking...
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09 March 2018
The IHS Markit Weekly Mortgage Snapshot provides a summary of the US securitized mortgage market.
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09 March 2018 Carlos Garcia-Lastra Marques
Shares have plunged by 35% from their peak in June 2017, pushing the forward dividend yield to its highest level in 10 years.
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08 March 2018 Sam Pierson
Short sellers have targeted gun manufacturers and retailers.
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07 March 2018
We review factor performance in February 2018.
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07 March 2018
Monthly style and specialty model performance report.
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05 March 2018 Chris Fenske
Chris Fenske highlights the value of “quantamental” investing
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02 March 2018
The IHS Markit Weekly Mortgage Snapshot provides a summary of the US securitized mortgage market.
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02 March 2018
We have partnered with BitSight Technologies to introduce factors that quantify cybersecurity risks to enhance stock and portfolio risk management....
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01 March 2018
The Basel III/IV framework contains a number of new and updated measures to increase bank liquidity, decrease bank leverage, and to strengthen...
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26 February 2018 Bill Chung
The wrong way risk modelling of valuation adjustments is a challenging problem. We revisit WWR modelling by using information from the credit...
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26 February 2018 Kirston Winters Brie Lam
With Systematic Internaliser (SI) obligations having taken on effect on 3 Jan 2018, most large dealers have already or are weighing the pros...
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23 February 2018
The IHS Markit Weekly Mortgage Snapshot provides a summary of the US securitised mortgage market.
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21 February 2018
The IHS Markit Weekly Mortgage Snapshot provides a summary of the US securitised mortgage market.
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21 February 2018 Sam Pierson
We reveal how short sellers are positioning themselves in companies announcing earnings in the coming week
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16 February 2018 Tom Matheson
Past performance is no guide when it consists of trailing dividend payouts...
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16 February 2018 Gavan Nolan
Rates and equity markets are now embroiled in a tussle that has upset the pervasive complacency evident at the beginning of the year. Has this...
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15 February 2018
Aggregate dividends from the Chinese healthcare sector are estimated to grow by 61.5% over a three-year period to reach CNY 12.6bn in 2019.
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15 February 2018 Sam Pierson
While the FTSE 350 index down over 5% in 2018, short sellers have increased positions.
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13 February 2018 Sam Pierson
We reveal how short sellers are positioning themselves in companies announcing earnings in the coming week.
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12 February 2018 John Jannes
Understand how Article 27, RTS 27 and RTS 28 connect and next steps for complying with MiFID II’s best execution obligations...
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09 February 2018
We study the immediate impact of the Tax Cuts and Jobs Act on the overall stock market, industries and at the stock level.
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09 February 2018
The IHS Markit Weekly Mortgage Snapshot provides a summary of the US securitised mortgage market.
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09 February 2018