Amundi Asset Management

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

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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

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What’s new

  • Gold in Central Banks’ Asset Allocation

    Gold in Central Banks’ Asset Allocation

    White papersFri, 15 Mar 2019

    After a long lacklustre period during the 1980s and 1990s, the price of gold has picked up significantly since the new millennium, and central banks, after having steadily reduced their allocation to gold, have resumed their gold purchases.

  • amundi global asset class assessments

    Q1 2019 - Global Asset Class Spotlights: Top Down Quarterly Assessment

    White papersWed, 13 Mar 2019

    The combination of monetary policy stances (more patient and flexible everywhere), encouraging tariff negotiations, Chinese authorities proving successful in their resolution to support the economic cycle are all potential triggers (and risks when mirrored) to risk assets and might help produce a positive short lasting reaction.

  • amundi cross asset investment strategy march 2019

    Cross Asset Investment Strategy - March 2019

    White papersWed, 13 Mar 2019

    If an investor had woken up today after three months and looked at the markets, he/she could reasonably say that not much had changed. The year started on strong footing and risk assets experienced a massive rebound in the first weeks of 2019, erasing most of the losses experienced in one of the most awful Decembers in history. As a result some valuation gaps have been closed somewhat, though not exhausted. Markets switched rapidly from a “fear” to a “greed” mood. Catalysts of the renewed ...

  • amundi emerging markets

    H1 2019 - Emerging Markets Charts & Views: Seek opportunities, but be aware of short-term volatility

    White papersWed, 13 Mar 2019

    Emerging markets (EM) started 2019 on a strong footing and, as a result, some excessive valuation gaps have been partially closed. Yet, we continue to see opportunities in all EM segments (equity, bonds in hard currency and in local currency) with a medium to long-term view.

  • amundi brexit

    Brexit: an agreement is now more likely, but be aware of a no deal risk, not priced in

    White papersTue, 12 Mar 2019

    Developments and scenarios ahead: This is probably the most decisive week for Brexit and the situation is still rapidly evolving. Last night, Mrs. May and Mr. Juncker announced an agreement on the most controversial part of the Brexit deal: the Irish border backstop. This agreement is aimed at getting the U.K. Parliament to accept the Brexit deal previously rejected in January.

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