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01.04.2020 - Investment Talks

Euro Investment Grade credit reacts to the ECB’s bazooka: selective opportunities

Covid-19 is expected to severely damage the European economy in the coming quarters. The answer at the European level to this disruption has been strong on the monetary policy side, with the implementation of the temporary Pandemic Emergency Purchase Programme of €750bn and targeted longer-term refinancing operations, and at the single country level, with targeted fiscal measures.

Eric BRARD, Monica DEFEND

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12.11.2019 - Investment Talks

Renewed expansion of Fed balance sheet will not be QE but will affect markets

On 30 October the Federal Reserve cut the federal funds rate for the third time this year, while hinting at a pause over the next few months. The rate cut followed the Fed’s announcement on 11 October that it will address a liquidity shortage causing volatility in the overnight loan market by buying $60 billion per month in Treasury bills until Q2 2020 and support overnight repo operations through January 2020.

Paresh UPADHYAYA, Christine TODD

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14.10.2019 - Investment Talks

Liquidity dilemma needs a regulatory response

A few high-profile fund suspensions have recently driven the focus back to market liquidity and how this can affect the ability of funds to meet certain redemption scenarios. Despite ample liquidity at the macro level, some areas of strain remain at the micro level and could worsen in case of a material deterioration of economic conditions, a recession or a spike in volatility.

Pascal BLANQUE, Vincent MORTIER

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02.08.2019 - Insights Paper

Seek high yield opportunities, but be aware of liquidity conditions

Low rates and accommodative central bank policies translate into lower funding costs and easier financial conditions for HY companies.

Kenneth J. MONAGHAN, Andrew FELTUS, Sergio BERTONCINI, Laura FIOROT

Working paper

Working paper

26.03.2019 - Working Paper

Optimal Allocation in the S&P 600 under Size-Driven Illiquidity

A number of empirical studies have investigated how mutual funds do react to incoming financial resources. As long as liquidity constraints are narrow, fund managers tend to upscale already existing positions without looking for new investment opportunities.

Lionel Lecesne, Andrea Roncoroni

2019.03-traditional-and-alternative-factors

2019.03-traditional-and-alternative-factors

11.03.2019 - Expert Talk

Traditional and Alternative Factors in Investment Grade Corporate Bond Investing

While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing, factor investing in fixed income remains in its infancy.

Mohamed BEN SLIMANE , Marielle DE JONG, Jean-Marie DUMAS, Hamza FREDJ , Michael SRB

2019.02 - CIO Insights - Facing liquidity dilemma - EN

2019.02 - CIO Insights - Facing liquidity dilemma - EN

25.02.2019 - Insights Paper

How investors should deal with the liquidity dilemma

The paradox of liquidity (it dries up when most needed) remains one of the key challenges for investors on the aftermath of the great financial crisis and it is resurfacing in this late financial cycle phase.

Pascal BLANQUE, Vincent MORTIER

Working paper

Working paper

21.02.2019 - Working Paper

Traditional and Alternative Factors in Investment Grade Corporate Bond Investing

The concept of factor investing and the debate around passive and active management has emerged since the end of the 2000s and has completely changed the landscape of equity investing.

Mohamed BEN SLIMANE , Marielle DE JONG, Hamza FREDJ , Michael SRB, Jean-Marie DUMAS

Working paper

Working paper

20.02.2019 - Working Paper

Constrained Risk Budgeting Portfolios

This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints. It appears that the mathematical problem is more complex than the traditional risk budgeting problem.

Thierry RONCALLI, Jean-Charles RICHARD

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