Press: information for media representatives

The new Quoniam Climate Equities strategy actively captures the opportunities associated with climate change and sustainable transformation. The focus is on companies that are strongly committed to emission reductions. Claudia Röring, Dr Laura Jehl and Johannes Lins explain the benefits of a forward-looking approach.

What is the ex-ante impact of different sustainable investment approaches on the alpha of a credit portfolio? And what can investors do who want both outperformance and sustainable credit investments? Credit factor investing provides a framework and a solution to both questions.

Dr Jieyan Fang-Klingler, Dr Maximilian Stroh and Frederik Wisser share pioneering insights on the topic of climate data and decarbonisation of portfolios from their new working paper “Back to the Future: The Role of Forward-looking Climate Metrics in Decarbonization Portfolios“. In the interview, they explain their findings and give an outlook on further ESG research projects.

2022 was a difficult year for active credit managers with high inflation rates, rising spreads and rates, as well as negative risk premia returns. Dr Harald Henke explains how systematic credit factors help up in EUR and global investment grade markets.

Emerging markets are considered high risk for a reason: During the past two years alone, we have witnessed the Corona outbreak in China in 2020, the global semiconductor crisis, production failures in Asia and supply chain problems and now the Russian invasion of Ukraine and a war in Eastern Europe.

How can investors profit from investing in fixed income factor strategies? How does multi-factor credit differ in its characteristics from the fundamentally managed credit funds? Quoniam’s empirical study demonstrates that investors can diversify their overall credit exposure by adding a multi-factor strategy to their fundamentally managed credit allocation.