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
Join us for a 45-minute webinar where 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.
- Ryan Donahue, Assistant Director, Moody's Analytics (Moderator)
- Yukyung Choi, Associate Director-Senior Research Analyst, Moody's Analytics
- Steve Kidd, Director-Solutions Specialist, Moody's Analytics
- Peter Liu, Associate Director-Research, Moody's Analytics
- Sam Malone, Senior Director-Research, Moody's Analytics
- Zhong Zhuang, Director-Research, Moody's Analytics
If you have any questions, please contact Anita Wai