Using Market Information for Monitoring Credit Risk


With a recession looming and credit spreads at levels last seen during the global financial crisis, credit investors are paying increased attention to how the credit quality of their bond holdings may be impacted in the months to come. Potential downgrades and defaults present challenges that adequate risk management needs to address in real time. How can investors use information from current bond prices and other real-time sources to better monitor credit risk and complement information provided by rating agencies?

What are the practical conclusions for investors concerned about credit risk in their portfolios? Please join Dr. Philipp Meyer-Brauns, Vice President and Senior Researcher at Dimensional Fund Advisors in Austin, Texas, as he answers these questions and discusses the latest research on using market information to improve credit monitoring.

Registered participants will receive the log-in details 2-3 days befor the webinar.