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?
Global dividends rose to a first-quarter record US$339.2 billion, up 6.8% on an underlying basis.
What are commercial mortgage-backed securities, and how might they play a role in investors’ portfolios?
The final installment in a three-part video series considers how non-mortgage related securitized sectors fared through the GFC and what investors can learn from this period in history.
The second installment in a three-part video series explores collateralized debt obligations (CDOs) and synthetic CDOs and their role in the Global Financial Crisis.
The first in a three-part video series explores the role securitized assets played in the Global Financial Crisis.
The potential income opportunity amid the rates volatility.
What are agency mortgage-backed securities, and how might they play a role in investors’ portfolios?