Find Alpha with the Next-Generation Bond Valuation Model (AMER/EMEA)
In this webinar, the bond model research team will discuss the new model methodology and relative value application, with focus on the model’s outperformance during the COVID-19 pandemic.
Beginning in December, CreditEdge Plus subscribers will have access to the next-generation bond valuation model, with increased bond coverage by 5x, regional Market Sharpe Ratio and sector LGD, and strong and robust relative value performance in US and non-US markets. The new version of the bond model will help asset managers build more robust relative value trading strategies.
Additional enhancements include:
- Improved, dynamic issue-to-issuer mapping, especially useful for practitioner research
- Lower pricing error
- Sunsetting of the LIBOR benchmark
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