Fixed Income Strategist
Managing liquidity risk in the fixed income markets
16.03.2016 - Axel Botte
Please find the last release of Ideas Fixed Income by Axel Botte
Keys points of March issue:
- Asset liquidity is generally defined as the ease with which large quantities can be traded rapidly and at a low cost.
- In spite of monetary policy, the major changes in the regulatory environment have had an important impact on liquidity
- These changes have forced measuring liquidity risk and to take it into account in investment processes while adapting asset allocation modelling.
He began his career in 2000 at AXA Investment Managers as equity strategist producing both geographical and regional equity allocation recommendations.
In 2007, he was named Head of the Fixed Income research within the Investment Strategy department managing 2 fixed income strategists.
He joined Natixis Asset Management in October 2010 as Fixed Income Strategist. He provides top-down analysis of fixed income markets in close relationship with fund management teams. The research covers interest rates, developed market government bonds, sovereign debt allocation, global inflation-linked, credit and structured credit.
Axel Botte is a graduate of the University of Cergy-Pontoise. He holds a Advanced Studies Diploma (DEA) in Analysis of Financial and Industrial Strategies.