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?
Dispersion exists across Europe’s economies. Less dispersion exists in the land of credit. So where are the opportunities in this rate cutting cycle?
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.
Exploring reasons why high yield retains attractions within a diversified portfolio.
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.
Corporate bond valuations are rich but arguably justified by strong credit fundamentals.
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.