Built off the back of years of proprietary research we’ve tackled the key challenges inherent in credit curve construction today. Our innovative methodology which includes peer-consistent estimation, Level Reverting Noise Reduction algorithm, outlier removal and a risk entity master, helps to ensure a clearer signal from all the noisy data.
In addition to powering our Fixed Income and Multi-Asset Class Models, our Spread Curves have wide applications across asset managers, asset owners and banks and are available as either a flat file or within our enterprise market risk management system.
