Credit & Alternative Credit
Copenhagen, Tuesday 08 October 2019

Programme

 
8:00 AM
Registration and Networking Breakfast
8:30 AM
Welcome and introduction
8:35 AM
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.
8:55 AM
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:
  • Examine current market dynamics in the sub-investment grade space and the inter-play of technicals and fundamentals
  • Assess the importance of credit selection across market cycles and in different economic conditions
  • Compare relative value opportunities across high yield bonds and leveraged loans
  • Explore how flexible mandates can capture superior risk-adjusted returns in a portfolio
  • Evaluate the resources required to build and manage high yield bond and leveraged loan portfolios
9:15 AM
Coffee break
9:30 AM
Successful Implementation of a Private Debt Programme
9:50 AM
The Trade Finance Asset Class and the GIB Approach
Why trade finance?
  • Current landscape of trade finance funds: growth and changes in the asset class
  • Exploring opportunities for low volatility, attractive yield and steady income
  • Understanding barriers to entry and simplifying access into the asset class
  • Global diversification opportunities
10:10 AM
Open discussion
10:30 AM
End of Seminar

Speakers

Venue

Hotel D'Angleterre

Kongens Nytorv 34
1050 København
T: +45 33 12 00 95

Sponsors