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Taking a knowledgeable approach to generating returns, we pursue research in strategic areas linked to credit-centric research, asset allocation and risk management. Available upon request, keynotes in topic of special interest are prepared for our audience.

Credit Research

A significant foundation of our firm’s value is our ability to create applied research and sophisticated analytics to explore and exploit the various inefficiencies across the corporate credit and related markets (equity, preferred, …). We invest in corporate bonds, government bonds, municipal bonds, mortgage bonds, interest swaps, credit default swaps, credit indices, equities, equity options and developed market currencies. Razorbill reputation among the credit community is one of expert – we have been used by major players as sounding board for their products. Our first objective is to provide the Canadian community with a corporate credit-centric fixed income portfolio manager able to compete with the best firms in the world.
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Asset Allocation Research

Global Beta is an investment process that seeks to optimize investor asset allocation in order to maximize returns in the long term, while minimizing risk and protect capital allowing them to meet their long term objective while ensuring their short terms needs for liquidity. Using Razorbill’s native expertise in quantitative methods, our team work on asset allocation is one of the few areas where we think we can add value to investors.
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Risk Management Research

Risk management and risk mitigation are at the core of our approach to fund management. From our very first steps in value acquisition, we seek investments with measurable risks and strives to quantify the expected profits and associated risks of these investments in order to optimize the risk/return profile of the funds under management. Our proprietary multi-asset pricing framework is dedicated to assessing risk across the spectrum of all asset classes. We believe this is an improvement over an industry where often the separation of synthetic and cash products prevent the proper monitoring and assessment of risk. Our suite of risk monitoring analytics include historical parametrical VaR measures, Greeks across asset classes, as well as margin replication/scenario analysis.
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