R12: Liability-driven and Index-based Strategies1 Liability1.1 四种Liability 一棒二拳三服四养老一棒:bond,Amount of cash outlay与Timing of cash outlay都已知二拳:带option的bond,timing未知三服:flo…
credit spread不同:估计spread是否足够cover 3.2 top-down 3.3 factor-based key factor: carry, defensive, value and momentum 4 Liq and Tail risk 4.1 liquidity 4.2 tail risk 三种方法:parametric、historical simulation、MCS 计算VAR 5 Synthetic Credit Strategies ...
See how IMTC's investment management software will simplify and automate your fixed income investment workflows. Schedule a demo today.
IMTC's investment management technology enables firms to scale fixed income account management & customize portfolios at scale. Learn more.
Featured bond funds Whether you’re investing for income, looking to manage volatility, or you want to add a new source of return and diversification to an existing portfolio, our featured bond funds can help you build stronger portfolios. ...
Fixed-Income Arb Fund Picks Risk Management SoftwareSusan L. Barreto, Senior Reporter
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. python students finance risk currency pricing valuation derivatives investment numba bonds asset-allocation credit fixed-income risk-management ...
Principal Fixed Income Global platform with capabilities spanning all major fixed income sectors, focused on delivering solutions to personalized investment objectives. Our investment approach Principal Fixed Income has experience that spans all major fixed income sectors and partners with clients to establish...
A tumultuous two years on bond markets have led to a major reset in valuations, restoring the potential for fixed income to play its traditional roles in portfolios. Unconstrained bond funds from J.P. Morgan Asset Management seek to capture the opportunities dynamically, while managing uncertainties...
Cincinnati Asset Management is a boutique, fixed income manager specializing in U.S. Corporate Bonds. Established in 1989 to build and manage high performance fixed income portfolios for individuals and institutions, our conservative and disciplined approach stresses preservation of capital, diversification...