OGST - Observatory for Interest Rate Risk Strategies

Who are we?

 

The Observatory of Interest Rate Risk Strategies (Observatoire des Stratégies de Gestion de Taux) is a Convictions AM initiative in collaboration with Morningstar France and the House of Finance, with support from Af2i, the French association of institutional investors.

To define its research goals, the Observatory calls on the insight and experience of an Advisory Board, comprising investment professionals, and on Université Paris-Dauphine's academic research teams. Partner institutions contribute the data and analyses essential to the Observatory's work. 

"The choice of the word Observatory is significant: it indicates that our goal is to study, analyze and understand interest rate risk strategies beyond what is visible to the naked eye. Our observations should provide more information and more in-depth insights than what is generally available and make it possible to better assess current strategies while proposing new solutions. The Observatory is not just another in a long list of strategic committees, our goal is to observe market trends and performance, clients/investors (principally in terms of investment flows), and asset managers (exposure, strategy and performance). We will divide the markets by asset class and by geographic and/or currency zone. We will focus principally on fixed income strategies. Whether the Observatory will limit its scope to UCITS management strategies or extend its observations to include institutional management strategies is a subject still under discussion."

Jacques Ninet, OSGT coordinator


What are our goals?

 

  • The OSGT, Observatory of Interest Rate Risk Strategies, was founded as a lightweight structure with long-term goals, following on the first annual UEAM - Asset Management Summer Seminar of August 28th 2014.

  • The Observatory will take a pragmatic, real-world approach to issues.

  • The Observatory will carry out twice-yearly analyses of trends and developments in interest rate market strategies and their implications for asset management, once in June and again in December of each year.

  • Results will be published semi-annually based on those analyses.
  •  

OSGT Reports 2015


 

First twice yearly report May 2015

 

Second twice yearly report September 2015