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Time, trust and credit-risk exposure in a trade war
Adopting a credit-risk model based on issuer-specific curves and relevant cluster curves allows asset owners to capture changes in investor sentiment as they occur. This is especially important during turbulent periods such as we face now.
The world of fixed income is inherently quantitative; it involves managing a three-way tradeoff between reward (interest-rate risk), trust (credit risk), and time (spread duration). For Asian high yields, managing that tradeoff can be especially tricky—but a granular risk model can help.
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