Webinars

Top 10 Challenges of Credit Curve Construction

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Date
March 17, 2021

Time
3:00 p.m. (GMT) | 11:00 a.m. (ET)

Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons. In this webinar, David Antonio will present a top 10 rundown of these challenges and the solutions designed to address them, including outlier detection and removal, technology used for speed, and how to fit a curve with just one bond.


Speaker:

David Antonio - Qontigo

David Antonio
Director, Research
Qontigo

 

Moderator:

Sandy Lyons - Qontigo

Sandy Lyons
Sales Director
Qontigo