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Articles by Afsaneh Mastouri

    Low Carbon 𝙖𝙣𝙙 High Liquidity for Bond Investors?

    7 mins read Blog | May 4, 2022 | Afsaneh Mastouri

    As corporate-bond investors embrace decarbonization as a goal in portfolio construction and management and benchmark selection, the question arises whether decarbonization targets are at odds with other desirable index attributes, such as liquidity.

    Managing Climate-Transition Risk in Credit Portfolios

    6 mins read Blog | Jan 31, 2022 | Afsaneh Mastouri

    Can managers take an active approach to systematically managing exposure of a corporate-bond portfolio to climate-transition risk? We investigate two different approaches to decarbonizing credit portfolios.

    In Transition to a New Economy Corporate Bonds and Climate Change Risk

    Report | Nov 24, 2021 | Guido Giese , Afsaneh Mastouri , Rohit Mendiratta

    In this paper, we highlight to investors and portfolio managers the significance of climate-change risk for the value of corporate bonds, as well as provide a framework for further research in this area.