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.


Speakers:
  • Ryan Donahue, Assistant Director, Moody's Analytics (Moderator)
  • Yukyung Choi, Associate Director-Senior Research Analyst, 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

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches