All Corporate Bonds articles
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White papersU.S. High Yield: Beyond the Maturity Wall
The maturity wall facing U.S. high yield bond issuers is sizeable. But given the market’s composition today, the wall appears less daunting for issuers—and, for investors, it’s helping shape potentially compelling opportunities.
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VideoPrivate Credit Roundtable (3/3): Where AI-driven infrastructure is creating credit opportunities
As AI drives demand for datacenter infrastructure, new opportunities are emerging across private credit. Our panel examines how this buildout could influence the market in the final episode of the private credit roundtable series.
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VideoPrivate Credit Roundtable (2/3): How investors are assessing today’s credit cycle
Recent defaults have raised questions about the state of the credit cycle. In part 2 of the private credit roundtable series, our investors discuss whether these are early warning signs or simply pockets of dislocation.
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VideoPrivate Credit Roundtable (1/3): What the return of banks means for investors
As banks begin to re-enter the market, what does it signal for private credit? In part 1 of the private credit roundtable series, our panel explores where this is happening and the potential implications for investors.
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White papersEM Corporate Debt vs EM Sovereign Debt: “Same same but different”
Many investors approach EM hard-currency debt primarily through sovereign bonds, often overlooking corporate credit. This bias reflects sovereigns’ greater liquidity, familiarity, and longer track record. Yet, while EM corporate credit has delivered comparable returns over time, it has historically produced a stronger risk-adjusted returns profile - making a compelling case for blending both asset classes in a well-diversified portfolio.
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White papersFrom punitive to proportionate: Solvency II reforms explained
Regulatory change rarely creates opportunity this quickly, but the July 2025 Solvency II reforms may be the exception. For European insurers that have avoided securitised credit for over a decade due to punitive capital treatment, the landscape is shifting in a meaningful way. With the U.S. securitised market offering immediate scale, compelling spreads, and decades of resilience data, the case for acting early is strong. Download the full paper to explore the investment thesis and what it means for portfolio construction today.
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White papersAI’s growing influence on fixed income markets
The excitement engulfing artificial intelligence has been very much focused on equity markets — with the likes of the tech-heavy Nasdaq index hitting multiple fresh highs over the past 12 months.
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White papersThe role of asset-backed securities in pension scheme LDI portfolios
Historically, the US securitised credit market has demonstrated strong risk-adjusted return outcomes, often decorrelated to traditional fixed income assets. When blended into LDI portfolios there is the opportunity to enhance collateral waterfall liquidity while improving risk/return dynamics.
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VideoEuro Credit Market Update - Shifting investor expectations
Watch Boutaina Deixonne discuss her outlook for the euro investment-grade and high-yield corporate bond market, and where she currently sees potential risks and opportunities.
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VideoFixed Income Quarterly: Why a selective approach could be beneficial
Watch Olivier de Larouzière discuss his outlook for bond markets, the need for investors to be selective in fixed income, and the areas where he sees potential opportunities.
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White papersSeizing climate-related opportunities: Climate Change High Yield Credit, Annual Report 2025
Investor engagement plays a critical role, particularly with companies in high-carbon sectors.
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PodcastLicence to roam empowers absolute return bond approach
With a ‘licence to roam’ fixed income markets, an absolute return approach works with a toolkit that allows it to continue to earn returns in bond markets roiled by geopolitical tension and the growth and inflation upsets that go with it.
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White papersPotential implications of the Middle East conflict for bonds
The Middle East conflict, while first and foremost a human tragedy, also represents an energy supply shock with potentially significant implications for global growth. In a new paper, Head of Global Sovereign, Inflation and Rates, Cedric Scholtes presents a framework for analysing the war’s fixed income investment implications.
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White papersUnlocking green, social and sustainability bonds’ full potential
The green bond market may have reached maturity, with established issuance patterns and fewer surprises in store, but maturity does not mean a less attractive market for investors nor that its full investment potential has already been reached.
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White papersOral GLP-1 Is Here. Have Credit Markets Caught Up?
The FDA’s approval of oral semaglutide removes the injection barrier and may reprice credit exposures built on an older adoption curve.
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PodcastThe grass has become greener for green bonds
While their sustainability-related credentials have sustained the appeal of green bonds over the years, recent events in energy markets have reminded investors of the need for continued progress on the energy transition and hence the need for financing for green energy projects.
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White papersWeathering the storm: The resilience of Asian fixed income
Confronted with ongoing geopolitical tensions, we believe Asia’s fundamental strengths should underpin the resilience of its fixed income markets. Supported by strong current account balances and the support of the AI capex cycle, many Asian countries look set to weather the current storm relatively well compared to prior crises.
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White papersAre high yield bonds the place to hide in levered credit?
High yield bonds combine improved credit quality with limited exposure to AI-driven disruption, setting them apart within levered credit.
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VideoContingent capital; a strong case in today’s fixed income market
In this edition of Talking Markets Lloyd Harris, Head of Fixed Income at Premier Miton, discusses how stronger bank capital positions and post‑crisis regulation continue to reshape the contingent capital landscape. He shares why CoCos are increasingly compelling for income‑focused investors, offering a robustness that has held up well through recent market stresses.
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White papersDiversification Without Complication: The Case for Global Bonds in 2026
After an extended period of declining yields and credit spreads, we believe the fixed income environment is becoming increasingly nuanced. Near-neutral rates, tight spreads and elevated macro and political risks require investors to tread carefully in setting exposures while taking a broader approach to maximizing the opportunities that will present themselves.
