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25 fixed-income active management: credit strategies (international…
25 fixed-income active management:
credit strategies
investment-grade and high-yield corporate bond portfolios
credit risk
credit migration risk and spread risk
interest rate risk
liquidity and trading
credit spreads
measures
benchmark spread and G-spread
I-spread
z-spread and option-adjusted spread
measures in a portfolio context
excess return
approach
bottom-up
top-down
comparing
ESG consideration
liquidity risk
measures
structural industry changes
management
tail risk
assessing
scenario analysis
historical and hypothetical scenario analysis
correlations in scenario analysis
managing
portfolio diversification
tail risk hedges
international credit portfolio
relative value
emerging markets credit
global liquidity consideration
currency risk
legal risk
structured financial instruments
mortgage-backed securities
asset-backed securities
collateralized debt obligations
covered bonds