Introducing default adjusted analytics for corporate bonds

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Presented by

Mikhail Bezroukov, Yield Book; Dominic Tatakis, Yield Book; Preethi Bala Mohan, Credit Research Initiative

About this talk

Yield Book has partnered with the Credit Research Initiative (CRI), a non-profit organization under the National University of Singapore, to incorporate their probability of default dataset and create default adjusted analytical measures for the global corporate bond market to address increasing needs for default risk management. The webinar will cover: • Downloading daily corporate probability of default data, provided by a leading research institute • Conducting analysis of your fixed-income portfolio while incorporating the probability of default, using the new default adjusted analytics: default adjusted spread, default adjusted yield, PD implied theoretical price • Analyzing fixed income portfolios against benchmarks, with a tracking error adjusted on probabilities of defaults Presented by: Mikhail Bezroukov, Applied Analytics Lead, Senior Manager, Yield Book, an LSEG business Dominic Tatakis, Analytics Product Lead, Quantitative Analyst, Yield Book, an LSEG business Preethi Bala Mohan, Research Associate, Credit Research Initiative

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