Misconceptions that securitisations are ‘opaque’ and ‘risky’ can be used as reasons to be sceptical of the asset class. What is the reality?
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Amid a glut of new supply, compelling relative value opportunities have emerged in European collateralised loan obligations.
Securitisations are ‘opaque’, ‘complex’ and ‘risky’, the myths perpetuated in the GFC era. How has the industry changed since the crisis?
What’s driving the dispersion in recent performance across European retail CMBS?
Yields on U.S. corporate credit have reverted to levels not seen since before the Global Financial Crisis, providing attractive opportunities.
European securitised is a deep, diverse and liquid market, but it is often poorly understood. Understanding how securitisation works and the potential advantages of the sub-asset classes is key for investors.
Jay Sivapalan, Head of Australian Fixed Interest, discusses the current state of credit markets and explores how active management strategies, mixed with nuanced credit investing, can lead to positive returns for investors.
The legacy of the GFC has perpetuated misunderstanding around the European securitised market. What is the reality and how has the sector changed?
Why we believe the strategic case for AAA CLOs remains compelling amid Fed rate cuts.
Why we believe MBS is poised for outperformance in the current environment.
The Corporate Debt Index is a long-term study into trends in company indebtedness around the world, the investment opportunities this provides and the risks it presents.