Tag Archives: fixed maturity
Tracking Fixed Income Performance and Innovation
What do duration, the yield curve and credit trends tell us about the evolving fixed income landscape? S&P DJI’s Anu Ganti and Ben Vörös explore the recent performance of S&P DJI’s iBoxx indices in Europe and highlight the latest innovations in the fixed income indexing toolkit.
- Categories Fixed Income
- Other Tags
- Categories
- Fixed Income
- Other Tags
Fixed Maturity in Focus: iBoxx Liquid EUR High Yield and iBoxx EUR Sovereigns
The author would like to thank Florian Guth for his contributions to this blog. As fixed income indexing solutions continue to evolve and innovate, one particular area of focus has been fixed maturity indices. Fixed maturity indices have existed in the U.S. for over 10 years, where adoption and growth continue to be strong. However,…
- Categories Fixed Income
- Other Tags
Fixed Maturity in Focus: Constructing a Ladder for Stability and Yield
As fixed income index solutions continue to evolve, one notable innovation has been that of fixed maturity indices. Fixed maturity indices have existed in the U.S. for over 10 years, where growth and adoption have increased over that time. The market is newer in Europe, where adoption has taken shape over the last 12 months….
- Categories Fixed Income
- Other Tags