QIS offering and defensive strategies on the Raven indexes

After the quantitative investment strategies (QIS) sector saw big drawdowns in assets under management during 2020, Bank of America saw an opportunity to build out its QIS offering and defensive strategies based on over-the-counter rate volatility instruments. It launched the resulting indexes – named Raven – at the start of 2021. These strategies have performed exceptionally well in the volatile markets of 2022 and are among Bank of America’s best-performing assets this year

After the quantitative investment strategies (QIS) sector saw big drawdowns in assets under management during 2020, Bank of America saw an opportunity to build out its QIS offering and defensive strategies based on over-the-counter rate volatility instruments. It launched the resulting indexes – named Raven – at the start of 2021. These strategies have performed exceptionally well in the volatile markets of 2022 and are among Bank of America’s best-performing assets this year.

In this podcast, Zoi Fletcher speaks to Kamaru Alofoje, director, fixed income QIS structuring, and Luca Burini, director, QIS at Bank of America, about the structuring and modelling work they are doing to grow the bank’s QIS business.

1:22 – How Bank of America has used defensive strategies to deal with the problems of 60:40 portfolios

3:42 – How the Raven indexes are expected to perform with the expected evolution of interest rates and inflationary trends

6:00 – How investors are using the Raven indexes in different regions

7:50 – Products and strategies the bank expects the most demand for this year

 

To learn more about Bank of America’s Raven indexes, email dg.issg@bofa.com

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