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Commodity Portfolio Management Research & Reports

Resource equities, commodity prices to regain correlation?

London, 28 November 2011: Reuters

The correlation between commodity prices and the shares of companies that produce them has been weakening since the equity markets started slumping in August as the European debt crisis flared, hurting the global economic outlook.

Read more: Resource equities, commodity prices to regain correlation?

MiFID 2: Investment advice in Europe to be redefined

Frankfurt, 4 November 2011

Talking point:  40% of all household wealth in the eurozone is held as financial assets in the form of deposits and investment products – around EUR 19 trillion. A European Commission proposal for a directive (MiFID2) will change this market: in future banks are to inform consumers whether the advice they offer is independent or restricted. If the advice is independent, charging commission is to be banned. The paying of commission is, however, in most member states the standard model of remuneration for the investment advice provided by banks. Irrespective of this practical aspect there is the question of whether the “independent” label will promise the consumer more than the individual advisor is capable of delivering.

Read more: MiFID 2: Investment advice in Europe to be redefined

EDHEC study sheds new light on commodity investments

London, Singapore, 25 October 2011

A number of policy-makers have blamed the decade-long rise in commodity prices and recent market volatility on the growing influence of financial investors and called for new regulation restricting their participation in commodity markets. Market financialisation has also led investors to worry about higher integration between commodity and traditional financial markets weakening the portfolio benefits of commodity investment.

Read more: EDHEC study sheds new light on commodity investments

Europe Dow and Asia Dow launched

Hong Kong, 18 October 2011

In the same year in which the Dow Jones Industrial Average (DJIA) celebrates its 115th birthday, Dow Jones Indexes today announced the launch of two regional versions of the iconic index, The Europe Dow and The Asia Dow.

Read more: Europe Dow and Asia Dow launched

Basel III: New strains and old debates

London, 14 October 2011

Basel III challenges for supervisors, risk managers and auditors: Speech by Mr Jaime Caruana, General Manager of the BIS, held today at the Bank of Portugal conference on "Basel III and the new challenges for supervisors, risk managers and auditors", Lisbon, is now available on the BIS website. View HERE:

http://www.bis.org/speeches/sp111014.pdf

Benefits of using ETFs in a dynamic core-satellite investment approach

London, 4 October 2011

In a new study entitled “Capturing the Market, Value, or Momentum Premium with Downside Risk Control: Dynamic Allocation Strategies with Exchange-Traded Funds”, produced as part of the Amundi ETF research chair on “Core-Satellite and ETF Investment,” EDHEC-Risk Institute researchers have analysed the performance of risk-controlled dynamic asset allocation strategies and concluded that appropriate implementation of the Dynamic Core-Satellite approach can boost portfolio returns while keeping downside risk under control.

Read more: Benefits of using ETFs in a dynamic core-satellite investment approach

China – Not really a white knight for the eurozone

London, 16 September 2011

Recent media reports put a lot of emphasis on the role China could play in assisting to resolve the eurozone debt crisis. In the view of Deutsche Bank Research, however, hopes pinned on China might be overdone. The amount needed when looking at estimated refinancing needs for 2012 is huge, amounting to EUR 730 bn for the GIIPS countries.

Read more: China – Not really a white knight for the eurozone

The Challenges for the Global Economy: Lagarde

London, 9 September 2011

Opening Remarks at the Royal Institute for International Affairs - Chatham House by By Christine Lagarde, Managing Director, International Monetary Fund.

Read more: The Challenges for the Global Economy: Lagarde

Hedge Funds surrender 2011 gains with August losses

Chicago, 8 September 2011

Hedge funds posted their largest monthly declines since May 2010 in August, with the HFRI Fund Weighted Composite Index declining by -2.3 percent, according to data released today by Hedge Fund Research (HFR). With the August losses, year-to-date performance for the broad based composite index now stands at -1.2 percent. For the month, 29 percent of all constituents reported positive performance, while 45 percent of all constituents are positive year-to-date (YTD) through August.

Read more: Hedge Funds surrender 2011 gains with August losses

Nightmare is a sweet dream for bonds

Huntsville, Alabama, 9 August 2011

To understand why the U.S. lost its AAA rating yet its bonds rallied you need only consider that recent events are bad for growth but good for creditors. The downgrade by Standard & Poor's, the first ever for the U.S., helped to cement the view that the U.S. will be rescinding various guarantees and pledges it has made to those to whom it does not owe money.

Read more: Nightmare is a sweet dream for bonds