Under the Microscope: Examining the Coronavirus Through the Lens of Multiple Fixed Income Risk Models

Webinar Recording

April 16, 2020

The double blow of rising Treasury yields and exploding risk premia in March posed a serious challenge for corporate bond investors. Even the risk and returns of higher-quality securities—normally driven by changes in risk-free rates—exhibited a higher sensitivity to credit spreads. This could prove particularly dangerous for BBB-rated issuers, increasing the risk of so-called “fallen angels”.

In this webinar, Christoph V. Schon, Qontigo’s Executive Director of Applied Research, explained how the recent environment can be examined with a combination of fixed income risk models and stress tests.


Christoph V. Schon, CFA, CIPM
Executive Director, Applied Research