2021 in review

2021 in review

🕔14:35, 6.Jan 2022

The Covid pandemic again dominated our thoughts in 2021. Nevertheless, cyclical assets did well (though our list of 10 surprises had mixed results). We are more cautious about 2022. A year ago, we were hopeful that vaccines would allow strong

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The resilience of ABS under inflation scenarios

The resilience of ABS under inflation scenarios

🕔12:06, 6.Jan 2022

As market fears about inflation and potential central bank actions grow, we show why European asset-backed securities (ABS) tick some important boxes for investors seeking attractive yields, relatively stable returns, and limited sensitivity to interest rates. Before the pandemic spooked

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Portfolio Construction with Climate Risk Measures

Portfolio Construction with Climate Risk Measures

🕔10:51, 6.Jan 2022

Because of the 2015 Paris Agreement, the development of ESG investing and the emergence of net zero emission policies, climate risk is certainly the most important topic and challenge for asset owners and managers now and will remain so over

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Monetary policy and the yield curve

Monetary policy and the yield curve

🕔08:45, 6.Jan 2022

Three hikes in 2022? At its December meeting, the US Federal Reserve left policy rates unchanged, near zero, while signaling a willingness to hike as many as three times in 2022 to combat inflation. It also announced an acceleration in

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