Category Archives: Webinar

Webinar: Liquidity Risk Management: What’s Next? – WebEx – Nov 14, 2017, 10am ET/1pm ET

As the debate over the SEC rule 22e-4 continues, one fact remains constant: for mutual fund managers and ETF sponsors, prudent liquidity risk management practices are critical to fulfilling their fiduciary responsibility. Whether the rule is altered or delayed, firms will ultimately need to revisit these practices and their compliance programs. Compliance requires robust data and valuation coverage as well as a strong multi-asset class risk framework and reporting capabilities.

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Join Carlo AcerbiManaging Director of Risk and Regulation Research at MSCI, and Dan HuscherExecutive Director of Fixed Income Pricing Product Development at IHS Markit, who will discuss how the latest industry developments may impact the implementation of SEC rule 22e-4 and the role data and analytics play in establishing a liquidity risk management program.

AGENDA TOPICS

  • Practical Guidance for Establishing a Liquidity Risk Management Program
  • IHS Markit’s Approach to Gathering Data on Thinly-traded Instruments
  • Overview of MSCI LiquidityMetrics Multi-asset Class Liquidity Risk Management Framework

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Session 1
7:00AM PST (San Francisco)
10:00AM EST (New York)
3:00PM GMT (London)
4:00PM CET (Paris)
7:00PM GST (London)

Session 2
10:00AM PST (San Francisco)
1:00PM EST (New York)
6:00PM GMT (London)
7:00PM CET (Paris)

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[Webcast] Examine Risk-Based Approaches to Multi-Asset Strategies, Sept 28, 2pm ET

TRADITIONALLY, THE RETURNS FROM ONE ASSET CLASS have tended to be uncorrelated with the returns of other asset classes, leading to the widespread investment practice of diversification. As investors continue to seek positive returns with lower levels of risk, the time is right for examining Risk-Based Approaches to Multi-Asset Strategies.

Register now, Sept 28, 2pm EST

TOPICS OF DISCUSSION
Economics now—where are we in the cycle and what can we expect next?
Hedging—what can mainstream investors do to hedge against future events?
Diversification—a foundation stone of Modern Portfolio Theory—is it still one of the best solutions for asset allocation and management? 

ISDA Webinar : The Foundations of an Efficient Market Infrastructure, 14 Sept 8am ET

ISDA will host an introductory webinar tomorrow (Thursday, September 14) at 8:00 am NY time / 1:00 pm London time to provide an overview of an initiative to facilitate the adoption of emerging technologies, such as distributed ledger and smart contracts. The webinar will cover the importance of common data and process standards to aid interoperability, and will provide an update on ISDA’s work to identify and define core lifecycle events and actions and consolidate them within a so-called common domain model (CDM).

All participants must register in advance to listen to the webinar by clicking here.

Register now

https://services.choruscall.com/links/isda170914.html

Webinar Replay: Will the FOMC Continue to fuel Interest in Senior Loan?

In the tailwinds of 2016 when LIBOR finally crossed 1%, and given the prospect of further rate hikes, senior loans are poised for an uptick in demand. But is there room for more?

Join us as we explore why the fundamentals of floating-rate instruments are increasing institutional allocations to senior loans at home and abroad.

Leading industry practitioners will examine:

A risk/reward analysis of leveraged loan fundamentals
How index-based strategies and ETFs impact depth of liquidity in primary and secondary senior loan markets
The refinancing effect – how stronger demand is weighing on credit spreads and yields
Speakers:

  • Ted Basta, Senior Vice President, Market Data, Loan Syndications and Trading Association
  • Myles Gilbert, Managing Director, Cambridge Associates LLC
  • Jason Giordano, Director, Fixed Income Product Management, S&P Dow Jones Indices
  • James Meyers, CFA, Director of Fixed Income ETF Product Strategy, PowerShares by Invesco   View the Speaker Bios

Webinar : Risk Management Post Brexit: Euro Clearing Leaving London, 11th May: 15:30-16:00 BST | 30 mins, including Q&A

Register today to join the conversation. Clive and Andrew will be discussing:

  • How will asset liquidity be affected by Brexit?
  • Will Brexit cause greater ambiguity in the role of Central Banks as lenders of last resort?
  • Will the EU allow Euro clearing outside the EU?
  • How will the situation clash with Basel III and FRTB changes in regulation?
  • Does the situation create any positive opportunities?

They’ll also discuss the extent to which the Trump administration might attempt to roll back some of the regulatory initiatives of Dodd-Frank, and the changes to forward inflation expectations.

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This session will be led by Andrew Street and Clive Corcoran.

For almost three decades Dr Andrew Street has been involved in the forefront of the pricing, trading and management of financial risk in world markets. He has direct experience of running and regulating large financial institutions globally, including being trading head of an investment bank and a senior adviser at the Bank of England.

Clive Corcoran is an FSA registered investment adviser, financial trainer and former CEO of an investment management company based in the US. During recent years he’s written several books on risk management, been a regular analyst/contributor to CNBC Europe and other broadcast outlets, a columnist for several print and online publications, and featured speaker at international investment and trading expos.

Webinar : When the rubber meets the road. IFRS 9 Implementation, May 18, 830am IST

Please call in for this informative webinar that will address some of the key issues surrounding the effective implementation of IFRS 9 (International Financial Reporting Standard) that comes into effect in 2018 for most major APAC markets. Some of the topics to be discussed include:
  • How market participants are addressing the issues of IFRS 9 – a survey of the landscape in Asia
  • Balancing different approaches in calculating Expected Credit Losses
  • Lessons learned from Europe – approaches and challenges
  • Implementation considerations in Asia – case study

Watch Our Live-Stream: Risk Management for Commercial Real Estate Financial Markets, May 9, 2017 1:00 pm – 2:00 pm ET

Commercial real estate (CRE) assets have staged a remarkable recovery since the depths of the great financial crisis, buoyed by a growing economy, low interest rates, and intense competition on the lending side. With the economy at a cyclical peak, interest rates that have started to go up, and cap rates at an all-time low in several CRE sectors, the risks seem skewed to the downside.
If you can’t join us for our live event exploring how to manage CRE risk, tune in to our live-streamed lunch-time keynote presentations on May 9 at 1pm ET.
Register now

 

Webinar : Does a Particular Phase of an Economic Cycle Impact Corporate Credit Quality? Monday, 24th April 2017 India: 8:30 a.m. IST

Please join us for an informative Webinar to discuss recent research findings on How the Economic Cycle Drives Changes in Sectoral Credit Quality.

Paul Gruenwald, Chief Economist, Asia-Pacific, S&P Global Ratings and Paul Bishop, Director, Credit Analytics, S&P Global Market Intelligence will speak on the following topics:

  • The impact the economic cycle has on sectoral corporate credit quality
  • The sectors in the developed Asia-Pacific markets that have the highest fluctuations in credit quality based on a particular phase of the economic cycle
  • Current credit quality trends in Asia-Pacific markets and how to identify credit risk on a country and industry level using Probability of Default analysis

Date: Monday, 24th April 2017, Stay informed. Stay ahead. Register today!

India:  8:30 a.m. – 9:30 a.m.

China/Hong Kong/Malaysia/Singapore/Taiwan/Philippines:  11:00 a.m. – 12:00 p.m.

Japan/Korea:  12:00 p.m. – 13:00 p.m.

Sydney:  13:00 p.m. – 14:00 p.m

Stay informed. Stay ahead. Register today!

 

Paul Gruenwald
Chief APAC Economist
S&P Global Ratings

Paul Gruenwald is the Chief Asia-Pacific Economist at S&P Global Ratings. Based in Singapore, he leads the economic research agenda and serves as the primary spokesperson on macro-economic matters across the region.

Before joining S&P Global Ratings, Paul spent almost five years at Australia and New Zealand Banking Group (ANZ) as the Asia-Pacific Chief Economist, where he was responsible for helping set and direct ANZ’s Asian and global economic research agenda, as well as building the bank’s economic research efforts and profile in the region. Previously, Paul worked at the International Monetary Fund (IMF) for nearly 16 years, where he led the team producing the IMF’s Asian regional outlook reports. He was also the IMF Resident Representative to Hong Kong and Korea, the Deputy Chief of the China Division, and the country desk officer for Australia.

Paul has a Ph.D. in Economics from Columbia University and a bachelor’s degree in Economics/Mathematics from the University of Texas.

Vishrut Rana
APAC Economist
S&P Global Ratings

Vishrut is Asia-Pacific Economist at S&P Global Rating. He furthers the team’s research on credit and its interlinkages with the macroeconomy. He supports the team’s role in analyzing key macroeconomic developments in the region.

Prior to S&P Global, Vishrut was with the Centre for Research on the Economics of Ageing at Singapore Management University as a Research Associate. Vishrut recently completed his Ph.D. in Economics from Singapore Management University, where his research focused on business cycles, credit and its interaction with the economy, and financial intermediation.

Paul Bishop
Director, Credit Analytics
S&P Global Market Intelligence

Paul Bishop is a Director in S&P Global Market Intelligence’s Credit Analytics team, based in Singapore. He is the Product Lead for Credit Analytics Products in APAC. Paul has experience as a product manager in the credit and counterparty risk space and was previously the Product Manager for Ratings & Credit Content in EMEA, based in London. Prior to this Paul focused on market strategy covering Investment & Commercial Banks, Private Equity and Credit Markets. Before working at S&P Global, Paul was a Private Equity analyst focusing on the infrastructure asset class.

Clemens Thym
Managing Director, Asia Pacific
S&P Global Market Intelligence

Clemens Thym is Managing Director of S&P Global Market Intelligence in Asia Pacific, based in Hong Kong. He is responsible for Risk Services, covering regional product and market development for ratings and credit data, research and analytics in Asia Pacific across the buy and sell side, lenders and corporates. He previously managed the S&P Capital IQ Desktop business and before that Standard & Poor’s Risk Solutions in Asia Pacific, where he helped lenders in China, Japan, Hong Kong, Singapore, Australia and other markets to develop, validate or enhance internal rating systems across a broad range of asset classes.

Clemens has extensive experience in credit analytics and their application to institutions in developed and emerging economies. Clemens is a thought leader and active speaker at conferences on various subjects of credit risk.

Clemens joined Standard & Poor’s Risk Solutions in 2001 in London. Prior to that, Clemens was a management consultant for with PricewaterhouseCoopers in Frankfurt where he was responsible for credit risk management solutions and seminars on this subject as well as the assessment of the impact of the new Basel accord on banks. He conducted various projects as project manager or team leader in European wide projects.

Clemens holds a Master of International Economics and Business of the University of Innsbruck, Austria in a joint program with the University of New Orleans, USA.

Webinar : MOVING THE NEEDLE: AN INVESTMENT CASE FOR STRENGTHENING CORPORATE GOVERNANCE IN INDIA, 13th April 4pm IST

MSCI ESG Research’s latest research evaluates key Corporate Governance risks in India namely, concentrated ownership, related party transactions & succession planning among MNCs, PSUs and family conglomerates. We found Indian constituents of the MSCI ACWI Index underperform relative to the MSCI ACWI Index as a whole.

MSCI ESG Governance Metrics provides institutional investors with corporate governance research and data on over 7,000 public companies worldwide, focusing on four scoring pillars, Board, Pay, Ownership and Control and Accounting.

Join the webinar to learn more about Corporate Governance Trends in India, from MSCI experts.

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Webinar : The Effect of IFRS 9 on the Banks’ Credit Business

The Effect of IFRS 9 on the Banks’ Credit Business 
 
Date: April 6, 2017
Time: 10:00 a.m. GMT
Speakers: 
Dan Bolland, Director in Banking, KPMG
Arnaud Picut, Head of Risk Practice, Misys
Other speakers will be announced shortly.

The new accounting standard will have significant impact on the credit business and the way credit decisions will be made in the future, starting from credit origination to final accounting. In this webinar, business experts will look at the way the new accounting standard will be impacting the decision making process from beginning to end, including the changing roles of CROs, Finance and Treasury.

In this webinar business experts will explore:

  • What are the practical implications that IFRS 9 will bring to financial institutions?
  • Which considerations should credit institutions take into account to arrive at a more aligned credit decision process beyond IFRS 9?
  • As a consequence, how will the roles between risk, finance and treasury change?
  • How extensive is the change of systems and processes and what should banks consider in their technology and implementation?

S&P Webcast : Asia-Pacific Sovereigns Rating Trends: 16 January 2017, 11AM SGT

Title: Asia-Pacific Sovereigns Rating Trends: January 2017

Please join us for a webcast and Q&A on 16 January 2017 on APAC  Sovereign Rating Trend.

Date and Time: 16th Jan, 2017 , 11:00 a.m. Hong Kong/ Singapore Time

 Key Discussion Points:

  • The number of Asia-Pacific sovereign ratings with negative outlooks remains at a level not seen since mid-2010, when the region was coming out of the global financial crisis.
  • 2017 economic prospects for much of the region are unlikely to be more supportive than in the past few years.
  • Political developments in the advanced economies add further uncertainties.
  • The implications of these and other developments for sovereign ratings in Asia-Pacific.

Speakers:

  • Kim Eng Tan , Senior Director, Sovereign Ratings
  • Craig Michaels, Director, Sovereign Ratings
  • YeeFarn Phua, Director, Sovereign Ratings


Register now.
 

You will receive the replay as long as you register, even if you end up missing it.

Important Note:You will need computer speakers or headphones to listen to the webcast. You may submit your questions for the speakers in real time via the web interface. Please test your system here at least 15 minutes before the scheduled start time.

Wishing you the gifts of the season — Peace, Joy, Hope

A World of Good Wishes. One of the real joys this holiday season is the opportunity to say thank you for your lovely support and encouragement during 2016 and wish you the very best for the new year

The next blog would be published on Jan 2, 2017.

Webinars: Green Bonds for Cities: Infrastructure finance for cities in emerging economies: Español and English, Dec 13th

Join one of our twin webinars on December 13th for a comprehensive overview of green bonds for cities in emerging markets, with a focus on the Mexican and Latin American markets.

 

Webinars: Bonos Verdes para Ciudades – Financiamiento de infraestructura de ciudades en economías emergentes: español e inglés, Dic 13 

Únase a uno de nuestros webinars el 13 de diciembre para aprender sobre bonos verdes para las ciudades en mercados emergentes, con enfoque en el mercado mexicano y latinoamericano.

 

Bonos Verdes para Ciudades – México
[en Español]
10am Ciudad de México / 11am Bogotá / 2pm Brasilia / 4pmLondres REGÍSTRESE
AQUÍ
Green City Bonds
[in English]
12pm London / 5.30pm New Delhi / 7pm Jakarta / 8pmBeijing REGISTER HERE

 

The Challenge of Cities

The world’s cities host 50% of the global population and account for 70% of global greenhouse gas emissions.

The share of urban population is expected to rise to 60% by 2030, with the bulk of this growth to take place in emerging markets and developing countries.

An estimated USD 50 trillion will need to be spent over the next 15 years in basic urban infrastructure such as transport, building energy efficiency, telecommunications, water and waste infrastructure.

Access to low-cost capital at scale is critical for cities in developing countries to realize low-carbon infrastructure and climate-resilient growth.

 

Green City Bonds

Following COP22 in Marrakech, green bonds are being highlighted as an investment option to assist local and central governments in bridging the climate finance gap and meeting their carbon reduction commitments.

 

The Big Questions

What are green bonds? 

How do they work?  

How can a city in an emerging economy access green finance? 

What are the prospects in Mexican and LATAM cities?

 

Twin Sessions: Español and English Tuesday December 13th

Bonos Verdes para Ciudades – México
[en Español]
10am Ciudad de México / 11am Bogotá / 2pm Brasilia / 4pmLondres REGÍSTRESE
AQUÍ
Green City Bonds
[in English]
12pm London / 5.30pm New Delhi / 7pm Jakarta / 8pmBeijing REGISTER HERE

 

Speakers will include:

  • Diletta Giuliani – Climate Bonds Initiative
  • Viola Lutz – South Pole Group
  • Padraig Oliver – Climate Policy Initiative
  • Eduardo Piquero and Alba Aguilar Priego – MexiCO2
  • Martin Stadelmann – South Pole Group
  • Hanna Vartto – South Pole Group

The webinars will cover:

  • Recap – What is a green bond?
  • Green bonds for cities guidelines
  • Green bonds for cities toolkit
  • Issuer experience
  • Q&A

 

The Green Bonds for Cities Project

These webinars are part of the Green Bonds for Cities project sponsored by Climate-KIC, delivered by Climate Bonds Initiative in partnership with ICLEI – Local Governments for Sustainability, South Pole Group and Climate Policy Initiative. Other workstreams from this project include:

 

Guidelines and Green Bond Toolkit – Coming Soon

A green bond guidelines strategic paper and green bond toolkit will also be released on Tuesday 13th and will be available online.

 

Chinese Green Cities

A ‘Green City Bonds – China’ roundtable has also been held in Datong, China as part of the Datong International Seminar on Green Finance by SyntTao Green Finance and Dianyang Capital.

 

India Roundtable December 19th

An Indian roundtable will be held in Mumbai, India on December 19th to explore the challenges and opportunities of green municipal markets in India.

For more information about this event please contact Diletta Giuliani.

 

Mexico City Update

Climate Bonds Initiative has been working directly with the City of Mexico Climate Change department and local partners MexiCO2 to develop a green financing strategy for the city and support the issuance of its first green bond.

The City has announced a MXN 1 billion green bond issuance and identified public transport, water efficiency and wastewater management projects to include in the portfolio.

WEBINAR – Timing “Smart Beta”, October 20, 2016 8AM PT | 11AM ET | 4PM GMT

Contrarian timing can add value by emphasizing factors or strategies that are trading at a discount relative to their historical valuations and deemphasizing the more expensive factors or strategies.

Unfortunately, many investors “time” in the wrong direction by chasing performance. This can erode the benefits of factor investing even when diversifying across different factors.Presenter:
Rob Arnott

Chairman & CEO

Rob Arnott is co-founder and chairman of Research Affiliates, portfolio manager on the PIMCO All Asset and All Asset All Authority family of funds and author of more than 100 financial journal articles.

Host:
John West

Managing Director, Head of Client Strategies

John West is responsible for maximizing the investor impact of Research Affiliates’ insights and products. Since joining the firm in 2006, John has been actively involved in and led product management, affiliate support, and institutional relations as well as numerous client service initiatives. He is one of the principal external communicators of the firm’s asset allocation and smart beta strategies.

Register now

Webinar : Capturing the Complete China Story – On Shore & Off, 20th October, 10am ET

Historically, foreign investors in China have had restricted access to the onshore market. But the game has changed recently, as various domestic and foreign investment schemes have broadened capital flows between domestic and international markets. As China’s capital markets become increasingly liberalized, demand is growing for investment products and benchmarks that cover the entire China equity market, both onshore and offshore. But where do the opportunities lie?

Register now

Join us to hear industry specialists discuss:

  • Efficient entry strategies for gaining exposure to China
  • The S&P China 500’s role as a comprehensive barometer of the Chinese equity market
  • Sector strategies that align with the sources of China’s economic growth

IMF: Global Trade: What’s behind the Slowdown?

Global Trade: What’s behind the Slowdown?

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View Video

Trade growth has slowed since 2012 relative both to its strong historical performance and to overall economic growth. This chapter finds that the overall weakness in economic activity, in particular in investment, has been the primary restraint on trade growth, accounting for up to three-fourths of the slowdown. However, other factors are also weighing on trade. The waning pace of trade liberalization and the recent uptick in protection-ism are holding back trade growth, even though their quantitative impact thus far has been limited. The decline in the growth of global value chains has also played an important part in the observed slowdown. The findings suggest that addressing the general weak-ness in economic activity, especially in investment, will stimulate trade, which in turn could help strengthen productivity and growth. In addition, given the subdued global growth outlook, further trade reforms that lower barriers, coupled with measures to mitigate the cost to those who shoulder the burden of adjustment, would boost the international exchange of goods and services and revive the virtuous cycle of trade and growth.

Webcast : Addressing the liquidity management conundrum, 18th Oct, 230pm GMT

Addressing the liquidity management conundrum:
Practical steps to manage and understand your liquidity requirements
 

When:
Tuesday 18th October 2016, 2:30pm GMT

Presented by:

– Mark Austin, Head of Relationship Management, Self-managed Asset Owners and Insurance at Northern Trust

– Steve Irwin, Head of Asset Servicing Liquidity Solutions, Product Management at Northern Trust

Moderator:
– Brendan Maton, IPE

Register now >>
Addressing the liquidity management conundrum:
Practical steps to manage and understand your liquidity requirements

Liquidity is starting to become a significant issue for institutional investors.  The impact of a difficult mix of market trends, a sustained low interest rate environment and the unintended consequences of certain regulations are all helping make cash an increasingly problematic asset class to deal with.

Whether seeking to obtain a return on your un-invested cash or liquidity to support investments, the environment is only likely to get more challenging.

The webcast will:

  • Share examples of the different techniques which a range of institutional investors are employing to address this liquidity conundrum
  • Shed light on emerging techniques such as portfolio stress-testing and liquidity budgeting
  • Provide practical insights into how you can ensure a balance of security, liquidity, yield and operating efficiency
Register now >>

Mark Austin

Head of Relationship Management, Self-managed Asset Owners and Insurance, Northern Trust

In his role Mark spends a significant amount of time working with clients across Europe, Middle East and Africa to manage and understand their liquidity requirements.

His background is firmly rooted in the management and administration of retirement assets, having worked at an asset manager with significant pension market share and two asset servicing institutions predominately servicing the European defined benefit and defined contribution markets. Other areas of experience include helping a wide variety of Northern Trust clients with their use of asset pooling structures, as well as the complex aspects of pension de-risking and use of other deficit reduction structures.

Mark is a director of Northern Trust’s Luxembourg management company and a director of its Irish management company, Northern Trust Fund Services Ireland Ltd. as well as a trustee of the Northern Trust Pension Scheme.

Steve Irwin

Head of Asset Servicing Liquidity Solutions, Product Management, Northern Trust

Since joining Northern Trust’s Asset Servicing Product Solutions team in September 2015 as Head of Liquidity Solutions Product Management, Steve’s main focus has been to refine the bank’s liquidity solutions product strategy in line with clients’ evolving liquidity needs. 

In close consultation with a wide variety of Northern Trust clients, Steve is working on the development of an integrated liquidity solution which meets clients’ short-term and long-term requirements, helping them to optimise security, liquidity, yield and operational efficiency.

Steve has over 27 years of banking experience in the cash and liquidity management arena, having previously worked with J.P. Morgan.

Register now for the webcast >>

ALPHA RISK-FACTOR ALIGNMENT Oct 11 & 12, 2016 | WebEx

Many asset owners and portfolio managers develop proprietary return forecasting models, but use third-party models to measure risk. While there may be a significant overlap between the factors used in alpha and risk models, at times they may be misaligned. For managers who optimize their portfolios, the optimizer will tend to amplify the component of alpha that is not aligned with the risk model; this may lead to unintended portfolio exposures. In addition, unnecessary trading may result. Both of these unintended consequences may impair portfolio performance.

Please join us for a webinar where we will discuss a practical process for detecting and addressing misalignment in a quantitative portfolio construction setting with BARRA Portfolio Manager (BPM).

EVENT DETAILS

Length
50-60 minutes
Session 1
  Register now
Tuesday, Oct 11, 2016, 11:00 p.m. EDT
Session 2
   Register now
Wednesday, Oct 12, 2016, 9:00 a.m. HKT

AGENDA TOPICS

Demonstrate how to use BARRA Portfolio Manager (BPM) to detect and understand the nature of misalignment between alpha and risk factors
Show how the MSCI US Total Market Equity Model (USTMM) that includes Systematic Equity Strategies often used as alpha factors can improve alignment
Demonstrate implementation of misalignment remedies in BARRA Portfolio Manager (BPM), including a new Rescale Alphas approach

Webcast : Emerging Market Debt: Diversification and Yield Tuesday 4th October, 14:00 UK/15:00 CET

Emerging Market Debt: Diversification and Yield

When:
Tuesday 4th October, 14:00 UK/15:00 CET

Presented by:

– Nicholas Hardingham, CFA, Emerging Market Debt Portfolio Manager and Analyst, Franklin Templeton Fixed Income

Moderator:
– Brendan Maton, IPE

Register now >>
Emerging Market Debt: Diversification and Yield

In the search for yield outside traditional government bonds, Emerging Market Debt (EMD) has been a significant beneficiary of this reallocation.

Much of this capital has been placed into more traditional EM issuers which in itself concentrates investors’ risks. Given the significant difference in correlation of hard, local and corporate EMD versus traditional fixed income, an active and blended approach could provide investors with diversification from core fixed income holdings whilst capturing the higher yields on offer.

Register now >>
Nicholas Hardingham, CFA, Emerging Market Debt Portfolio Manager and Analyst, Franklin Templeton Fixed Income
Nicholas Hardingham is a portfolio manager and analyst within the EMD Opportunities strategy group, based in London. Previously Mr. Hardingham worked as quantitative research analyst within the Global Fixed Income Group.

Prior to joining Franklin Templeton in 2002, Mr. Hardingham worked as a performance analyst at T. Rowe Price International.

Mr. Hardingham is a Chartered Financial Analyst (CFA) charterholder and earned a B.Sc. in pure mathematics from Imperial College, London.