Author: Julia Bell
Catastrophe bond issuance is surging as insurers seek alternatives to traditional reinsurance. Here’s how the market works and what investors are betting on.
Defined maturity bond ETFs let retail investors build laddered fixed-income portfolios with a single ticker per maturity year – here’s why demand is rising.
Strip bonds are regaining attention from duration-hungry allocators who want locked-in long-dated returns without reinvestment risk. Here’s why the math finally lines up.
As the Fed’s agency MBS holdings shrink, spreads are widening enough to pull institutional buyers back into a sector they largely avoided for years.
Litigation finance funds are drawing serious institutional capital as growing verdicts and genuine market uncorrelation make the asset class too attractive to ignore.
Western institutional allocators are quietly adding sukuk to fixed-income portfolios, drawn by asset-backed structures, ethical screening, and competitive yields from GCC sovereigns.
Senior secured credit funds are absorbing defensive capital flows as institutional investors prioritize collateral-backed, floating-rate debt over riskier credit categories.
Retirees are quietly replacing bond allocations with dividend growth ETFs, seeking inflation-beating income and long-term yield that fixed coupons can no longer reliably deliver.
Pay-in-kind toggle notes are quietly returning as leveraged borrowers under cash pressure use the instruments to defer interest and avoid default.
Covered bond markets are regaining momentum as central bank liquidity programs wind down. Bank treasurers are rebuilding issuance programs while institutional buyers return for the dual-recourse structure.