ANALYZING CREDIT STRATEGIES FROM A RISK AND RETURN PERSPECTIVE

Understanding the performance of credit portfolios is essential in explaining a strategy’s merits to clients and prospects. At the same time, analysts need to comprehend the portfolio’s exposure to different sources of risk, identify unintended bets and clearly communicate risk forecasts. Integrating these processes to achieve a coherent, side-by-side attribution of both risk and return creates a powerful analytical tool.

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