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In this episode, we explore how systematic strategies are reshaping opportunities within credit markets, an asset class that remains relatively niche in the Quantitative Investment Strategies (QIS) space.

Credit markets play a central role in the global economy, enabling capital to flow from lenders to borrowers and supporting infrastructure, technological transformation and corporate expansion. While QIS approaches are well established across rates, FX and equities, systematic credit investing remains less crowded, creating differentiated opportunities to harvest risk premia beyond traditional long-only bond exposure.

BBVA’s proprietary framework ranks credit risk premia using forward-looking indicators, including Credit Trend Scores and macro volatility signals such as the VIX. This regime-based approach helps identify environments that support modest, average or strong expected returns.

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