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Practical Applications of MSCI Bank Loan Analytics

MSCI is pleased to present its latest innovation for Syndicated Loans valuation and factor construction powered by Markit’s comprehensive data; a model that captures the joint probabilities of prepayment and default.
Please join us for a webinar in which MSCI Research & Consultants will showcase the analytical capabilities of the new model in practice.
Agenda Topics
•MSCI Bank Loan Analytics Model
•Defining Bank Loans Portfolio Risk Profile
•Constructing Optimal Portfolios in Stress Environment
•Analysis of Strategy Performance and Attribution

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