Ulf G. Erlandsson
Stockholm, Stockholms län, Sverige
9 tn följare
Fler än 500 kontakter
Info
(Former) Credit portfolio manager and thinker with core interests in financial market…
Artiklar av Ulf G.
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Keynote address at the Creditflux conference in New York
Keynote address at the Creditflux conference in New York
I have been givent the opportunity to make the keynote address at the Creditflux 'Credit Dimensions' conference in Jan:…
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ECBC interview
ECBC interview
An interview with myself and Richard Kemmish at the European Covered Bond Conference in Düsseldorf a forthnight ago…
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Incredibly efficient market
Incredibly efficient market
This graph compares the performance of iTraxx Main versus Eurostoxx since Sept-2015. It's amazing.
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A Whole Summer's Trading Range Taken Out Between Close to Open
A Whole Summer's Trading Range Taken Out Between Close to Open
Pretty self-explanatory illustration that a lot of market moves can happen while some are not able/willing to hedge…
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Valuing Stranded Assets - A Simulation Approach
Valuing Stranded Assets - A Simulation Approach
I will be presenting the results of some quantitative work I have been doing on how to value the risks inherent in…
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Zero is the loneliest number.
Zero is the loneliest number.
I traded a European bank senior unsecured bond at negative yield for the first time yesterday. -0.
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"Enkla jobb", läsfärdighet och medeltemperatur (Less qualified jobs, literacy and average temperature)
"Enkla jobb", läsfärdighet och medeltemperatur (Less qualified jobs, literacy and average temperature)
English abstract at the bottom. Personal opinions.
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Volkswagen whacks von Hayek
Volkswagen whacks von Hayek
Today, we see Volkswagen subordinated bonds (in this case, VW 4.625% perpertuals, first call 2026) trade back to the…
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AP4 rated AAA and #3 globally on climate-risk management
AP4 rated AAA and #3 globally on climate-risk management
AODP Global Climate 500 Index | Asset Owners Disclosure Project | "The AODP Global Climate Index is the world standard…
1 kommentar
Aktivitet
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One of the real highlights last week was to visit the Sorbonne Université to accept a special prize from the FIR - Forum pour l'Investissement…
One of the real highlights last week was to visit the Sorbonne Université to accept a special prize from the FIR - Forum pour l'Investissement…
Gillat av Ulf G. Erlandsson
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Excited to connect at #PRIinPerson2025 next week! If you’re attending, let’s catch up to discuss new collaboration opportunities and explore how…
Excited to connect at #PRIinPerson2025 next week! If you’re attending, let’s catch up to discuss new collaboration opportunities and explore how…
Gillat av Ulf G. Erlandsson
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After 18 incredible years at Goldman Sachs, I’ll be leaving the firm at the end of this month to begin a new chapter at PIMCO early next year. When…
After 18 incredible years at Goldman Sachs, I’ll be leaving the firm at the end of this month to begin a new chapter at PIMCO early next year. When…
Gillat av Ulf G. Erlandsson
Erfarenhet
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Utbildning
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Publikationer
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Empirical Analysis of the Credit Cycle
Barclays Capital
[129pp.]
Övriga författare -
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Projecting the credit cycle in 2008-10
Credit Magazine
Övriga författare -
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Systematic CDS Index Trading
Barclays Capital
[269 pp.]
Övriga författare -
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CDS Curve Trading Handbook
Barclays Capital
Övriga författare -
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High-frequency CDS index trading
Structured Credit Investor
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Exchange Rates and Markov Switching Dynamics
Journal of Business and Economics Statistics
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Real Exchange Rate Dynamics: An Alternative Approach
Recent Developments on Exchange Rates (eds. Lardic and Mignon), AEA Palgrave series
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Regime switching as an alternative early warning system of currency crises - an application to South-East Asia
Centre d’Economie et de Finances Internationales (CEFI)
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The Monetary Policy and Operations of the ESCB and the Bundesbank prior to 1999 - A Comparative Analysis
Forschungstelle Europäische Finanzkontrolle, Freiburg
Fler aktiviteter efter Ulf G.
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I was honored to participate in this #RIAsia2025 representing Anthropocene Fixed Income Institute last week. I was a #sustainability bonds panelist…
I was honored to participate in this #RIAsia2025 representing Anthropocene Fixed Income Institute last week. I was a #sustainability bonds panelist…
Gillat av Ulf G. Erlandsson
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🗞️ Today marks the start of Moody's Ratings "Financing for Resilience: The Road to COP" campaign. ⛈️ Over the coming days and weeks, we will be…
🗞️ Today marks the start of Moody's Ratings "Financing for Resilience: The Road to COP" campaign. ⛈️ Over the coming days and weeks, we will be…
Gillat av Ulf G. Erlandsson
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There's around EUR310bn of EU bonds (as in the European Union as issuer) outstanding that has a maturity later than 2035. There will be plenty of…
There's around EUR310bn of EU bonds (as in the European Union as issuer) outstanding that has a maturity later than 2035. There will be plenty of…
Delat av Ulf G. Erlandsson
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Amigos do Brasil, esta é uma oportunidade imperdível de assistir uma referência em finanças sustentáveis. Espero que possam comparecer.
Amigos do Brasil, esta é uma oportunidade imperdível de assistir uma referência em finanças sustentáveis. Espero que possam comparecer.
Gillat av Ulf G. Erlandsson
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Are you on the #EconJobMarket this year and search for tenure-track assistant professor position in microeconomic theory? Come and work with me at…
Are you on the #EconJobMarket this year and search for tenure-track assistant professor position in microeconomic theory? Come and work with me at…
Gillat av Ulf G. Erlandsson
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𝐍𝐃𝐂 𝐯𝐢𝐠𝐢𝐥𝐚𝐧𝐭𝐞𝐬. Bond markets don’t care about NDCs(*), but what if they could trade on them? Investors need to hedge transition…
𝐍𝐃𝐂 𝐯𝐢𝐠𝐢𝐥𝐚𝐧𝐭𝐞𝐬. Bond markets don’t care about NDCs(*), but what if they could trade on them? Investors need to hedge transition…
Delat av Ulf G. Erlandsson
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When I am on the field for Wildlife Conservation.
When I am on the field for Wildlife Conservation.
Gillat av Ulf G. Erlandsson
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This letter shows true leadership (unlike the sad Evian letter). Aggression today is not just of the military kind, energy is number one. Add to that…
This letter shows true leadership (unlike the sad Evian letter). Aggression today is not just of the military kind, energy is number one. Add to that…
Gillat av Ulf G. Erlandsson
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I’m pleased to share that I’ve taken on a new role as Senior Director Capital Markets Funding at Bayerische Landesbank’s Group Treasury. This is an…
I’m pleased to share that I’ve taken on a new role as Senior Director Capital Markets Funding at Bayerische Landesbank’s Group Treasury. This is an…
Gillat av Ulf G. Erlandsson
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Delighted to share that I am joining the Board of Directors of Ceres, Inc., one of the world's leading organizations at the intersection of global…
Delighted to share that I am joining the Board of Directors of Ceres, Inc., one of the world's leading organizations at the intersection of global…
Gillat av Ulf G. Erlandsson
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After three great years at Responsible Investor, I will be leaving to take a short career break do some travelling! A big thank you to my amazing…
After three great years at Responsible Investor, I will be leaving to take a short career break do some travelling! A big thank you to my amazing…
Gillat av Ulf G. Erlandsson
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Barbells Rule Everything Around Markets – B.R.E.A.M. Thanks to Robin Wigglesworth Financial Times for remixing my barbell thesis with a Wu-Tang…
Barbells Rule Everything Around Markets – B.R.E.A.M. Thanks to Robin Wigglesworth Financial Times for remixing my barbell thesis with a Wu-Tang…
Gillat av Ulf G. Erlandsson
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Terrific article in today's The Wall Street Journal on enhanced geothermal. The case I recently published on Capricorn Investment Group's investment…
Terrific article in today's The Wall Street Journal on enhanced geothermal. The case I recently published on Capricorn Investment Group's investment…
Gillat av Ulf G. Erlandsson
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🚀 We've just launched our 2030 Climate Action Plan, setting out how Norges Bank Investment Management will work over the next five years towards our…
🚀 We've just launched our 2030 Climate Action Plan, setting out how Norges Bank Investment Management will work over the next five years towards our…
Gillat av Ulf G. Erlandsson
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🚨 INWIT makes waves with SLB debut Italian wireless network infrastructure company INWIT S.p.A. has joined the ESG-labelled bond market with a…
🚨 INWIT makes waves with SLB debut Italian wireless network infrastructure company INWIT S.p.A. has joined the ESG-labelled bond market with a…
Gillat av Ulf G. Erlandsson