Credit & Alternative Credit
Copenhagen, Tuesday 08 October 2019
Registration and Networking Breakfast
Welcome and introduction
Generating Alpha in Bottom-Up Systematic Credit Portfolios
Systematic factor investing has become extremely popular across a wide range of asset classes but has always suffered from complex challenges when applied to corporate bonds. However recent improvements in data reliability and increased electronic trading in fixed income markets have paved the way for systematic strategies. At Fidelity, we have designed a ground-breaking, bottom-up approach using an extensive dataset to create systematic portfolios that we show generate consistent, positive alpha through the credit cycle.
How Important is Credit Selection for High Yield Bond and Leveraged Loan Investors?
With European corporate default rates at (or close to) all-time lows and the ECB expected to embark on another round of QE, this presentation will:
Successful Implementation of a Private Debt Programme
The Trade Finance Asset Class and the GIB Approach
Why trade finance?
End of Seminar
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