Solutions and Capabilities Securitized Products

Securitized Products

Credit Suisse Asset Management’s Securitized Products team focuses on delivering innovative investment solutions. Operating from New York City and London, we identify opportunities for capturing attractive yields.

The Securitized Products team identifies directional and relative-value trading opportunities in global securitized product markets, with a focus on residential mortgage-backed securities (RMBS). 

We believe that securitized investments currently offer one of the highest nominal and loss-adjusted yields available in the broader credit markets. 

Furthermore, due to new government regulations (Basel III, Volcker Rule), it can be expected that there will be attractive risk/return opportunities in this asset class over the next few years.

Our experienced investment professionals employ an opportunistic investment philosophy, focused on adjusting views based on realized performance and on increasing exposure with positive performance. This approach considers risk/return skew, probability of winner/loser, timing of probability, and liquidity. 

The strategy also uses top-down research to identify attractive sectors and collateral, as well as fundamental bottom-up models to identify attractive assets. Additionally, we follow macro- and sector-specific technicals.