FN Marktrapporten


Explaining credit protection in securitised products
Blue Bay Asset Management
21-07-2021

Capital preservation should be at the centre of any fixed income investment strategy. Here’s how we assess credit protection in securitised products. We are always asking ourselves the question – what will it take for our investment to be fundamentally impaired? Along with other questions, such as what is the mark-to-market risk and expected liquidity, these form the basis of our investment process