Insights | Ostrum Asset Management

Reading time : 15 min.

INSIGHTS MARKETS

Ostrum Perspectives April 2023

Each month we share the conclusions from the monthly strategy investment committee which provides a summary of Ostrum’s views on the economy, strategy and markets.

04/25/2023

Reserved for pros

Reading time : 15 min.

INSIGHTS MARKETS

Ostrum Perspectives May 2023

Each month we share the conclusions from the monthly strategy investment committee which provides a summary of Ostrum’s views on the economy, strategy and markets.

04/25/2023

Reserved for pros

Reading time : 5 min.

INSIGHTS EXPERTISES

The Volatility Risk Premium Strategy

The volatility risk premium represents the premium investors are ready to pay to get protection against large market movements. Our Volatility Risk Premium Strategy is based on a quantitative model and is designed as an income product. It focuses on selling equity volatility and targets a beta lower than Equities without the structural duration risk that most income products onboard. 2022 gave us the opportunity to show that our strategy was more resilient than most income strategies in the rising interest rates environment thanks to its duration-free characteristic. With now over 5 years of live track-record, our strategy delivered robust risk adjusted returns and a Sharpe ratio above 0.6 over the period. It proves to be diversifying as a long-term strategic investment in an allocation. Main risks of the strategy: capital loss risk, volatility-linked risk, risk related to the underlying asset, model-based risk.

04/12/2023

Reserved for pros

Reading time : 5 min.

INSIGHTS MARKETS

Tailor-made For The Italian Market

Ostrum AM’s one-stop shop adds value to institutional investors’ pre-trade, trading and post-trade activities

03/29/2023

Reading time : 5 min.

INSIGHTS MARKETS

Credit Suisse by Ostrum Asset Management

Credit Suisse suffered repeated scandals and governance failures which resulted in a weaker business profile. They struggled for years to get the right management team during which time we saw the franchise weaken.

03/17/2023

INSIGHTS CSR / ESG

Aggregate impact investing: untapping the potential in sustainable bonds

Investors, whether institutional, banks or retail, are all looking for investments in line with their convictions, especially in terms of environment. Beyond the climate concern, they seek to participate in changes according to a Just Transition, which is socially responsible. These ambitions support the sustainable bond market, with the search for impact solutions, both from issuers – including governments – and from investors.

03/17/2023

Reserved for pros

Reading time : 5 min.

INSIGHTS CSR / ESG

MySustainableCorner – March 2023

Every month, find out all about the sustainable market bonds news in our newsletter « MySustainableCorner ».

03/13/2023

Reserved for pros

Reading time : 5 min.

INSIGHTS CSR / ESG

MySustainableCorner – April 2023

Every month, find out all about the sustainable market bonds news in our newsletter « MySustainableCorner ».

03/13/2023

Reserved for pros

Reading time : 5 min.

INSIGHTS CSR / ESG

MySustainableCorner – May 2023

Every month, find out all about the sustainable market bonds news in our newsletter « MySustainableCorner ».

03/13/2023

Reserved for pros

Reading time : 5 min.

INSIGHTS CSR / ESG

MySustainableCorner – June 2023

Every month, find out all about the sustainable market bonds news in our newsletter « MySustainableCorner ».

03/13/2023

Reserved for pros

Reading time : 15 min.

INSIGHTS MARKETS

Time For A Fresh Look At Money Markets

As yields rebound, investors seek high credit quality and strong SRI credentials Money markets are in a good place, offering low volatility, near zero rate sensitivity and an interesting yield. Amid rising rates and high volatility, money market investments offer investors a sound temporary portfolio solution. Well-resourced teams and rigorous risk control are key to a good risk-return ratio. Active management of interest rates and credit selection increases returns and reduces volatility in net asset values. SRI should be a significant component of asset selection too. Even though money market assets are short-term, long-term SRI issues can impact returns.

03/03/2023

Reading time : 15 min.

INSIGHTS EXPERTISES

A good year coming for emerging market debt

02/24/2023

Reserved for pros