English | 2011 | ISBN: 1118117697, 1118273060 | 388 pages | PDF | 10 MB
An innovative approach to post-crash credit portfolio management
Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation.
English | 2011 | ISBN: 1118117697, 1118273060 | 388 pages | PDF | 10 MB
An innovative approach to post-crash credit portfolio management
Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation.
A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios.
Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium
Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor
Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade?
Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
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