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BNP Paribas Asset Management launches two Asset Backed Security (ABS) funds to enhance the performance of cash reserves

BNP Paribas Asset Management (BNP PAM) has launched 2 new funds which meet the demand for innovative products to manage cash reserves denominated in Euro. Both funds are managed by Fischer Francis Trees & Watts (FFTW), who are BNP PAM's strategic partner in global fixed income portfolio management and have extensive experience in the management of ABS.

The two funds, BNP Paribas ABS Euribor and Parvest ABS apply the same investment strategy which enables BNP Paribas Asset Management (BNP PAM) to offer an innovative and attractive product to European institutional investors. For Gilles Glicenstein, CEO of BNP PAM, the launch of these funds “shows that BNP PAM and FFTW's common approach can offer appropriate solutions to difficult market conditions which demands new strategies”.

Over the last few years ABS have lost their exotic status and entered the mainstream of fixed income investing. Growth in the ABS sector is expected to remain strong as new investors discover the merits of these instruments. ABS securities have an attractive risk/reward profile when compared to other types of non-sovereign bonds with similar maturities. They are therefore excellent instruments for enhancing returns of cash reserves. For Ullrich Koall, CFA, Manager at FFTW London, “ABS should attract investors in the current market environment which combines a very tight level of spreads on corporate bonds and low volatility in European government bonds”.
ABS also constitute one of the most secure forms of fixed income securities from a credit quality standpoint. Secured by collateral (the main collateral types being credit card receivables, auto and mortgage loans), they benefit from credit-enhanced structures and external protection to further ensure that obligations are met.

BNP Paribas ABS Euribor, a fund vehicle governed by French law, and Parvest ABS, part of BNP PAM's Luxemburg SICAV vehicle, have an objective of delivering a return above the European money market reference, Euribor 3 month. The minimum recommended investment period is 12 months. Security selection gives priority to a fundamental analysis rather than valuation considerations. The fund's target average rating is AA-.

The funds benefit from a diversification which is both geographic and by the type of underlying collateral. For Andrew Craig, specialist in the Global Fixed Income Product at BNP PAM, “this diversification is one of the strong points of these funds. FFTW have offices worldwide with specialists covering the most important ABS markets (US, Europe and Asia). The funds against which we are competing tend to focus exclusively on the European market which is dominated by ABS issued to finance UK mortgages. We prefer a global strategy which offers better diversification”.

BNP Paribas Asset Management
BNP Paribas Asset Management is a major actor in European fund management and distribution with 196.3* billion euros in assets under management (as at 30th of December 2004). The asset management activity employs more than 1300 staff in 20 countries. Portfolio management teams are located in major financial centres including London, New York, Tokyo, Paris and Hong Kong. The teams are specialised by asset class, management style and geographic region.
*Including BNP PAM affiliates and consultants for the BNP Paribas group

FFTW
FFTW, founded in 1972, is BNP Paribas Asset Management's sole provider of global fixed income through its strategic alliance with BNP Paribas. FFTW currently manages over EUR 28.3 billion in fixed income assets for a prestigious institutional client base.
FFTW has a proven track record in ABS portfolio management, with solid returns:
· Over 20 years of experience in managing ABS in portfolios,
· Skilled team of ABS specialists with an average of 7 years industry experience,
Committed to this sector – ABS account for 20% of FFTW's total assets.

BNP Paribas ABS Euribor :
ISIN Code : FR0010150474 (Part I)
FR0010140236 (Part P)

Parvest ABS :
ISIN Code : LU0206725011 (Classic Cap)
LU0206725011 (Institutions Cap