Amundi Asset Management

2018 Top 400 ranking: 9http://www.amundi.com

Request More Information

Amundi

European Asset -And Mortgage- Back Securities Ten Years On

How do the European asset- and mortgage-backed securities fare today a decade after the financial crisis they have been incriminated in? We make an assessment of the asset class, comparing today’s market conditions with those of ten years ago.

We explore the return-to-risk profile of the asset class in a standard mean-variance framework, taking the view of a long-term Euro Area bond investor. We make evident that the securities significantly reduce investment risk and in the same time improve the outlook for return, when added to a European bond portfolio.

Read the complete white paper at the link beneath Related Files/Links

Head Office
90, boulevard Pasteur
Paris
75015
France
Company website:
http://www.amundi.com
Year Founded:
2010
No. of investment offices worldwide:
6

Browse this manager's…

What’s new

  • screen shot 2019 01 10 at 13.55.59

    Brexit muddle-through towards the approaching parliamentary vote

    White papersTue, 8 Jan 2019

    The Brexit-related newsflow since the UK/EU agreement on 25 November 2018 has been quite intense. In our view, it has slightly increased the probability that the UK remains in the EU beyond March 2019, thus prolonging the uncertainty over how (and even whether) Brexit will happen.

  • screen shot 2019 01 10 at 12.12.54

    Focus on fundamentals to ride turbulent markets

    White papersThu, 3 Jan 2019

    Investors are facing an unsettled environment. For 2019 we think it will be key to look at three areas:

  • screen shot 2019 01 10 at 11.55.01

    Central banks in focus: assessing the path ahead for the Fed

    White papersMon, 31 Dec 2018

    US economy: We expect the US economy to grow above potential in 2019 and to gradually converge to its long-term growth rate of around 2% in 2020 as the boost provided by fiscal expansion in 2018 will gradually lose steam.

  • screen shot 2018 12 18 at 16.31.43

    European Asset -And Mortgage- Back Securities Ten Years On

    White papersFri, 14 Dec 2018

    How do the European asset- and mortgage-backed securities fare today a decade after the financial crisis they have been incriminated in? We make an assessment of the asset class, comparing today’s market conditions with those of ten years ago.

  • screen shot 2018 12 18 at 16.15.20

    Cross Asset Investment Strategy - December 2018

    White papersThu, 13 Dec 2018

    This year has proven to be challenging for portfolio construction, as well as regarding returns. To put this into perspective, for 2009-17, our analysis shows that each year, on average, 76% of major asset classes (including different regional government bonds, equity, inflation-linked, currency and commodities) recorded positive performances.

Search all our content