News & Research

This post was originally published in 2019 with 9 different challenges. We have added an additional challenge and will present our results in more detail on March 17, 2021. Register for the webinar: https://qontigo.com/event/top-10-challenges-of-credit-construction/. We have developed an algorithm to produce thousands of robust issuer-specific and generic rating/sector credit curves. In this blog post, we […]