David Favier

David Favier

Head of Structured Credit, Senior Portfolio Manager

Bio

David Favier is a senior portfolio manager and analyst in the Structured Finance team, acting as lead portfolio manager for ABS/RMBS products, analysing, managing and monitoring ABS/RMBS positions.

He joined BNP Paribas Asset Management in 2005 as an assistant portfolio manager on the Total Return team, before specialising in securitisation and being appointed portfolio manager in 2007.

Previously, David was lead portfolio manager for AAA ABS and Europe IG ABS. He began his career in 2001 at Credit Lyonnais in the Origination and Syndication team, becoming a P&L analyst on the Derivatives and Structured Finance desk in 2003.

David holds a degree in economics and a postgraduate degree in financial analysis & risk management, both from the University of Paris-Nanterre.

Joined 2005

Articles from David Favier

Portfolio perspectives

Talking Heads – Thinking about diversification? Try asset-backed securities

European securitised assets, backed by loans, mortgages and other categories of (consumer) credit as collateral, offer investors a source of…

By David Favier & other authors

02/04/25

Portfolio perspectives

Talking heads – There is resilience in asset-backed securities

Asset-backed securities backed by loans and other credits, from car loans to lending to corporations, face the same challenges as…

By David Favier & other authors

27/06/22

Portfolio perspectives

Securitisation – A source of short-term investment diversification

After years of abundant liquidity and low interest rates, investors are becoming more and more attuned to a pending regime…

By David Favier

18/03/22

Portfolio perspectives

Five questions on asset-backed securities

David Favier, senior portfolio manager of European ABS strategies, reflects on the impact of the pandemic and the outlook for…

By David Favier

23/02/22