NORWALK, Conn., April 13, 2021 (GLOBE NEWSWIRE) -- FactSet (NYSE:FDS) (NASDAQ:FDS), a global provider of integrated financial information, analytical applications, and industry-leading service, announced that ICE Liquidity Indicators™ is now available in FactSet’s Portfolio Analytics, offering investment professionals a comprehensive solution to analyze, manage and report on fund liquidity risk and optimize portfolio construction within various regulatory requirements. ICE Liquidity Indicators, part of Intercontinental Exchange (NYSE: ICE), provides market participants with an independent assessment of liquidity risk across multiple asset classes. By using a transparent methodology, the tool assigns a liquidity score to individual securities and provides metrics, such as estimates of future trade volume capacity, projected price volatility, projected days to liquidate and projected market price impact, among others. “Leveraging ICE Liquidity Indicators through FactSet provides portfolio-specific liquidity analytics and helps the team at Jupiter provide enhanced liquidity risk management on behalf of our clients,” said Veronica Lazenby, Chief Risk Officer at Jupiter Fund Management, plc. “Recent market moves and dislocations continue to highlight how important it is for firms and clients to manage and understand this specific kind of risk holistically for effective portfolio management, as well as for regulatory compliance.” “Liquidity risk management has grown increasingly critical over the past year,” said Rob Robie, Executive Vice President, Global Head of Analytics and Trading, FactSet. “The ability to incorporate high-quality market data and client portfolio data directly into ICE’s liquidity model means that our clients can perform scenario and sensitivity analyses and stress tests that support dynamic portfolio construction and meet regulatory requirements across various jurisdictions.” “A growing number of investment managers want to easily quantify their liquidity risk across normal and stressed conditions and Liquidity Indicators gives them a solution to do that,” Mark Heckert, Chief Product Officer, Fixed Income and Data Services at ICE. “Providing institutional customers with clear estimates of potential activity in the market helps demonstrate sound risk management practices and can help firms meet their regulatory requirements.” Regulators across the world continue to raise the bar when it comes to managing liquidity risks and ensuring that market participants can meet client redemption requirements. ICE Liquidity Indicators helps clients fulfil these responsibilities and currently tracks approximately 4.6 million instruments, covering nearly all asset classes (calculated as a percentage of U.S. mutual fund assets under management using publicly reported holdings data). As more securities shift to electronic platforms, investors need strong data to better understand potential trade volumes for more infrequently traded securities. For more information about FactSet’s risk and liquidity solutions, please visit www.factset.com/risk-analytics. For more information about ICE Liquidity Indicators, please visit https://www.theice.com/market-data/pricing-and-analytics/analytics/liquidity. About FactSet FactSet® (NYSE:FDS | NASDAQ:FDS) delivers superior content, analytics, and flexible technology to help more than 153,000 users see and seize opportunity sooner. We give investment professionals the edge to outperform with informed insights, workflow solutions across the portfolio lifecycle, and industry-leading support from dedicated specialists. We're proud to have been recognized with multiple awards for our analytical and data-driven solutions and repeatedly scored 100 by the Human Rights Campaign® Corporate Equality Index for our LGBTQ+ inclusive policies and practices. Subscribe to our thought leadership blog to get fresh insight delivered daily at insight.factset.com. Learn more at www.factset.com and follow us on Twitter: www.twitter.com/factset. CONTACT: FactSet Media Jennifer Berlin +1 617 330 4122 email@example.com Media & Investor Relations: Rima Hyder +1 857.265.7523 firstname.lastname@example.org
To start with, FactSet (FDS) and TSE will cooperate to develop and promote prototype indices focused on the Japanese market.
NORWALK, Conn. and TOKYO, April 05, 2021 (GLOBE NEWSWIRE) -- The Tokyo Stock Exchange, Inc. (TSE) and FactSet (NYSE:FDS) (NASDAQ:FDS), a global provider of integrated financial information, analytical applications, and industry-leading service, today announced plans to develop a new series of co-branded thematic indices targeting Japanese stocks. The two companies will use the strengths of the TSE, which calculates stock indices such as the Tokyo Stock Price Index (TOPIX), a stock index representative of Japan, alongside FactSet’s industry leading content sets, to create new indexes that tap into societal and investment trends. In the first instance, the TSE and FactSet will work together to create and promote prototype indices based on three themes particularly relevant to the Japanese market: The JPX/FactSet Japan 100-Year Index will capture data on companies that provide technology and services that can support Japan’s aging population as life expectancy continues to expand. It will use FactSet’s proprietary Revere Business Industry Classification System (RBICS) data to identify TSE-listed companies and Real Estate Investment Trusts (REITS) that provide products and services in the healthcare and medical technology, leisure, fitness and beauty, and wealth management sectors.The JPX/FactSet Japan Regional Economies Index will support growing investor interest in businesses and services outside the Tokyo area. This index is calculated using FactSet’s proprietary Geographic Revenue Exposure, Supply Chain, and Fundamental datasets to identify companies headquartered outside the Tokyo metropolitan area and its three prefectures (Chiba, Kanagawa, and Saitama) that have domestic revenue of 50% or more and a high ratio of sales beyond the Greater Tokyo area.The JPX/FactSet Japan ASEAN-Leaders Index will target companies listed on the TSE that are heavily exposed to the high-growth ASEAN region. It will use FactSet’s Geographic Revenue Exposure and Fundamental datasets to capture companies that have a high percentage of subsidiaries operating in the ASEAN region, as well as a high percentage of sales concentrated in ASEAN countries. Yoshihiro Isaka, Senior Executive Officer, TSE, said, “We are very pleased that we have started a new test calculation of thematic indices in collaboration with FactSet, a leading company in industry classification and the provision of various content sets. We will continue to meet the diverse needs of the Japanese stock market through index development and contribute to the further advancement of the investment industry in Japan.” “Index development is becoming increasingly sophisticated in the Japanese market,” said Yumi Tanaka, Regional Director, FactSet Japan. “Successful indexes rely on strong datasets and we are proud to be marking our 25th anniversary in Japan by supporting the TSE and the broader Japanese investment community.” The TSE and FactSet are working on further cooperation for index creation based on discussions with market participants and will make further announcements upon official launches. About FactSet FactSet® (NYSE:FDS | NASDAQ:FDS) delivers superior content, analytics, and flexible technology to help more than 153,000 users see and seize opportunity sooner. We give investment professionals the edge to outperform with informed insights, workflow solutions across the portfolio lifecycle, and industry-leading support from dedicated specialists. We're proud to have been recognized with multiple awards for our analytical and data-driven solutions and repeatedly scored 100 by the Human Rights Campaign® Corporate Equality Index for our LGBTQ+ inclusive policies and practices. Subscribe to our thought leadership blog to get fresh insight delivered daily at insight.factset.com. Learn more at www.factset.com and follow us on Twitter: www.twitter.com/factset. About the Tokyo Stock Exchange Tokyo Stock Exchange, Inc. (TSE) is a licensed financial instruments exchange under the Financial Instruments and Exchange Act of Japan, which is engaged in the provision of market facilities for trading of securities, publication of stock prices and quotations, ensuring fair trading of securities and other financial instruments, and other matters related to the operation of exchange financial instruments markets. In addition to providing market infrastructure and market data, Japan Exchange Group, Inc., and its subsidiaries also provide clearing and settlement services through a central counterparty and conducts trading oversight to maintain the integrity of the markets. In the course of working together as an exchange group to offer a comprehensive range of services, we continue to make every effort to ensure reliable markets and create greater convenience for all market users. FactSetMediaJennifer Berlin+1 617 330 email@example.com Media & Investor Relations: Rima Hyder +1 857.265.7523 firstname.lastname@example.org Tokyo Stock Exchangeindex@jpx.co.jp