asset allocation of the fund. The tracking error helps measure the quality of replication and benchmark-tracking. By IOSCO principle, for the passive or index-based ETFs, one the most important
Core Components of the ASEAN 9 Sustainability-Linked Bond Standards 4.1 Selection of Key Performance Indicators 9 4.2 Calibration of Sustainability Performance Targets 10 4.3 Bond Characteristics 13 4.4
............................................................................................ 8 SLB Framework ..................................................................................................... 9 KPI Selection
measure on relevant conflicts of interest; (4) the selection of service provider shall be considered prudentially as a professional. Clause 16 3 An intermediary shall arrange to have a written contract
preventive measure on relevant conflicts of interest; (4) the selection of service provider shall be considered prudentially as a professional. Clause 163 An intermediary shall arrange to have a written
market liquidity indexes are (1) turnover value (2) illiquidity ratio (3) adjusted zero return measure (4) illiquidity ratio (5) return reversal measure (6) Liu’s measure or turnover adjusted number of
equations. Measurement errors are included in the measurement equations while the error term is located in the structural equation. Extant studies usually employ Tobin’s Q ratio as a measure of firm value
• Require less monitoring from investors Active management • Possess selection & market timing abilities • Use various strategies to seek alpha An excerpt from sale kits of a trigger fund. [Expectations
operation; risk management; selection and monitoring of its personnel assuring that they have and maintain such qualifications that correspond to the nature of their duties and internal control measures to