Duration Times Spread. It’s the industry risk management standard we engineered in 2003. We’ve been corporate bond investors since the 1970s and, in 1998, we became the first European investor to launch a global high yield credit fund. As an industry leader in sustainable credits investing, we continue to break new ground.Duration Times Spread: a measure of spread exposure in credit portfolios
Poor liquidity is one of the main challenges today. Our contrarian style helps us to deal with illiquidity while looking for opportunities. Our goal is to buy after a market sell-off and take risk off the table when a bubble appears.
A successful contrarian style is only possible with the in-depth research capabilities to back up our investment theses. We have adopted a career analyst model, giving our analysts the research skills, global sector expertise and knowledge of issuers with the aim to pinpoint the best opportunities. Our credit team consists of over 30 investment professionals.
We also need to be able to measure the true risk of our portfolios – historically, one of the biggest challenges facing credit investors. We developed an innovative method to do so, based on the observation that the product of a bond’s credit spread and its duration – its DTS – accurately predicts its future volatility. It has found its way into all aspects of how we manage our credit portfolios at Robeco and has been pivotal for us.
This way we can take on an appropriate level of risk at the right time, building well-diversified portfolios with the goal of avoiding losers.
Watch the three-step process we use for some of our equity and credits funds to select companies that contribute positively to the SDGs.
We are at the forefront of fully incorporating ESG analysis in our credit investment process. By considering ESG information, such as corporate governance, we believe we can spot early warning signs for potential risk that traditional financial analysis might miss. In 2018, we were among the first to launch SDG credits, contributing to the Sustainable Development Goals.
Using ground-breaking research, we provide our clients with quantitative, factor-based credit strategies in addition to our fundamental credit range.
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