Analyzing Credit Alpha in an Integrated Risk and Performance Analysis

Practical Risk & Performance Analytics Using BarraOne

For Portfolio Managers and Performance Analysts it is important to be able to attribute the performance of their fixed income portfolio's to distinct return drivers. It is equally important for Risk Analysts to understand the portfolio's exposure to different sources of fixed income risk, identify unintended bets, and clearly communicate risk forecasts. Carrying these processes out in an integrated fashion is extremely powerful and leads to a coherent, side-by-side fixed income attribution of both risk and return.

Please join us for a webinar highlighting how an Integrated Risk and Performance Analysis can be carried out, using BarraOne, for a corporate bond portfolio invested using a credit value strategy. We will demonstrate this important "real world" use case showing how investors can analyze strategies which target credit alpha coming from exposure to spread risk.

Agenda Topics

• Integrated Risk and Performance Analysis
• Credit Alpha From exposure to Spread Risk
• Investigating the Results Using our Visualization Solution

Webinar slides are available here.