Quantitative research

Here we share technical pieces aimed at investment professionals and academics interested in in-depth analysis, market theory, structuring and modelling in fixed income through a sustainability lens. 

All Bond spotlight Sustainability-Linked Bonds Climate risk pricing Fossil lending Nature loss Transparency Sovereigns and central banks Portfolio analysis Quantitative research
An overhead photo of a road submerged by floodwater.

Carbon negative leveraged investment strategies

12/08/2021

In this report we explain how to apply and account for leverage and short positions in the context of carbon footprinting.

An overhead photo of a road submerged by floodwater.

Green Bond Risk Premiums: A Twin-Bond ULFP Approach

02/06/2020

Here, we discuss the trading volatility of green bonds vs vanilla bonds.

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