Trump 2.0 has divergent implications for interest rates in the US versus elsewhere.
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Misconceptions that securitisations are ‘opaque’ and ‘risky’ can be used as reasons to be sceptical of the asset class. What is the reality?
The Fed’s decisive move to cut interest rates again coupled with a quick election outcome introduces a mix of clarity and uncertainty in the US.
Identifying the appropriate range for policy rates has gotten even more challenging given economic initiatives proposed by the incoming administration.
Amid a glut of new supply, compelling relative value opportunities have emerged in European collateralised loan obligations.
A discussion on how the macroeconomic environment is impacting the securitized and multi-sector credit markets.
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?
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.
Corporate bond valuations are rich but arguably justified by strong credit fundamentals.