It’s been a wild ride for credit markets these past few weeks. And while the illiquidity is still quite poor outside of government bonds (<10-years), it hasn’t stopped Chris and the fixed income team from doing what they can to improve returns. In Chris’ latest MacroMatters paper, he explains what’s been happening in credit markets and how the team use carry and roll to find relative value opportunities to drive alpha.
The onset of a global pandemic has led to a dislocation in global financial markets and the re-basing of asset prices and valuations across every asset class. In this environment of extreme volatility and uncertainty, Investment Magazine brings you timely insights from investment experts responsible for managing risk and finding new opportunities.