Browsing: Investing
Non-bank allocators are quietly moving into mortgage credit risk transfer notes, drawn by spread pickup and structured transparency. Here is what the trade involves and where the risk sits.
Synthetic convertible notes are returning to deal pipelines as growth allocators seek asymmetric exposure. Here’s how the structure works and where the real risks lie.
Royalty streaming contracts are drawing private allocators seeking yield outside traditional asset classes. Here’s how the structure works and where the risks sit.
Catastrophe bond issuance is surging as reinsurers push peak disaster risk into capital markets. Higher spreads and uncorrelated returns are drawing in pension funds and hedge funds.
Longevity-linked annuities are gaining traction among aging investors seeking guaranteed late-life income as longer lifespans expose gaps in traditional retirement planning.
Secondary private equity markets let LPs sell fund stakes before exit, offering buyers discount-driven returns and J-curve advantages – but valuation opacity remains a real risk.
ESG allocators are discovering sukuk bonds align with sustainability screens by design – here’s why the structural overlap is drawing serious attention.
Inflation-linked corporate bonds are drawing steady interest from pension managers and real-return seekers who want purchasing power protection without abandoning corporate credit exposure.
Dividend recapitalization loans let private equity firms extract cash before exit – but who actually carries the risk when company leverage rises?
Long-only institutional allocators are quietly adding carbon credit futures as offset supply tightens and compliance markets mature. Here is why the thesis is gaining traction.