Content (108)

  • Vulnerability to Default in Emerging Markets

    White papers

    Vulnerability to Default in Emerging Markets


    While emerging markets sovereign defaults are at levels not seen since 2001 this year, rapid policy responses are helping to avoid the worst—furthermore, we believe the corporate default rate for 2020 could be lower than in 2009 or even 2016.

  • The Changing Path to Credit Opportunities

    White papers

    The Changing Path to Credit Opportunities


    Aggressive fiscal and monetary actions combined with better-than-expected news on the economic recovery have contributed to a narrowing of credit spreads, while central banks now appear committed to zero (or negative) rates for the foreseeable future. 

  • Q&A- The Pandemic and Politics

    White papers

    Q&A: The Pandemic and Politics


    Assessing the 2020 race in light of COVID-19, economic weakness and civil unrest.

  • The Past, Present and Future of Insurance-Linked Securities

    White papers

    The Past, Present and Future of Insurance-Linked Securities


    As the insurance industry has been potentially facing one of the biggest losses in history due to COVID-19, what lessons can we take from the past that could allow us to find opportunities in the future? Peter DiFiore, PhD, Managing Director of Insurance-Linked Securities, sits down with us to discuss the history of Insurance-Linked Securities, the impact of COVID-19 along with what the future might hold for the asset class as we move forward into the “new normal”.

  • Asian Credit Remains Firmly Investment Grade

    White papers

    Asian Credit Remains Firmly Investment Grade


    Spread-widening in the Asian credit markets due to COVID-19 is understandable, but we believe it overstates downgrade and default risks, and represents an attractive value opportunity for long-term investors.

  • Asset Allocation Committee Outlook - 3Q 2020

    White papers

    Asset Allocation Committee Outlook - 3Q 2020


    “We are confident that the economy will be bigger in 12 months’ time than it is today, and therefore we are biased toward taking risk. But we are unable to reconcile the the size and speed of the stock market rebound at the beginning of June with what is likely to be a gradual re-opening process and moderate medium-term growth.”

  • Thriving Amid Volatility - Perspectives on Asian Credit

    White papers

    Thriving Amid Volatility: Perspectives on Asian Credit


    While the majority of global markets have experienced volatility, the Asian fixed income market continues to remain resilient. What are the key factors that allow the region to thrive? As the leader in global supply-chain manufacturing, what does the future hold for the region? 

  • Conversations With……Fred Ingham

    White papers

    Conversations With……Fred Ingham


    Reflecting on three years managing the Neuberger Berman Uncorrelated Strategies Fund

  • Vixology

    White papers



    How VIX history rhymes—and why we believe option writing strategies are still attractive despite the huge equity market rally.

  • The Growth of Private Equity Secondaries

    White papers

    The Growth of Private Equity Secondaries


    The Global Financial Crisis provided opportunities and growth in the Secondaries market as a means to gain liquidity, but is that the same case today as a result of COVID-19? Or has the investment landscape changed? Guests Tristram Perkins and Benjamin Perl discuss what some of the key differences and similarities might be, along with how the Secondaries market has developed before the pandemic hit, as investors are adjusting to the “new normal” in today’s market.

  • 5G Dis-Connectivity

    White papers

    5G Dis-Connectivity


    Geopolitical and trade tensions may fragment the 5G supply chain, but while that could make the theme more complex to navigate, it is unlikely to diminish its importance.

  • A Very Bond-Friendly Crisis

    White papers

    A Very Bond-Friendly Crisis


    We believe the COVID-19 crisis and the response from governments and central banks creates an unusually favorable macro environment for credit.