Data Analytics for Corporate Debt Markets Using Data for Investing, Trading, Capital Markets, and Portfolio Management

by Kricheff, Robert S.

• ISBN13: 9780133553659
• ISBN10: 0133553655
• Edition: 1st
• Format: Hardcover
• Copyright: 2014-02-09
• Publisher: Ft Pr

Summary

Use state-of-the-art data analytics to optimize your evaluation and selection of corporate debt investments. Data Analytics for Corporate Debt Markets introduces the most valuable data analytics tools, methods, and applications for today's corporate debt market. Robert Kricheff shows how data analytics can improve and accelerate the process of proper investment selection, and guides market participants in focusing their credit work. Kricheff demonstrates how to use analytics to position yourself for the future; to assess how your current portfolio or trading desk is currently positioned relative to the marketplace; and to pinpoint which part of your holdings impacted past performance. He outlines how analytics can be used to compare markets, develop investment themes, and select debt issues that fit (or do not fit) those themes. He also demonstrates how investors seek to analyze short term supply and demand, and covers some special parts of the market that utilize analytics. For all corporate debt portfolio managers, traders, analysts, marketers, investment bankers, and others who work with structured financial products.

Author Biography

ROBERT KRICHEFF (New York, NY) managing director at Credit Suisse, has 20+ years of experience in leveraged finance analysis for bonds, bank debt and CDS. He was ranked as a top analyst by Institutional Investor Magazine, has overseen emerging market and European bond research; and ran Leveraged Finance Strategy and Portfolio Analysis. He regularly trains analysts out of college and presents to training classes, while publishing over 100 reports per year and speaking at investment conferences throughout the United States and Europe. He holds a BA from New York University in Economics and Journalism, and a MSc from the University of London in Financial Economics.

Table of Contents

SECTION 1. Introduction to Data Analytics for Corporate Debt Markets

1. The Basics

2. Corporate Debt is Different

3. Managing Projects and Managing People

SECTION 2. Terminology and Basic Tools

4. Terms

5. Basic Tools

6. Data Mining

SECTION 3. The Markets and The Players

7. The Markets

8. The Participants

SECTION 4. Indexes

By Jonathan S. Blau

9. Index Basics

10. Index Construction

11. Other Topics in Corporate Bond Indexes

SECTION 5. Analytics From Macro Market Data to Credit Selection

12. Top Down Basics - Looking For Investment Themes Between Markets

13. The Next Layer - Analyzing a Market

14. Data Analytics for Credit Selection

SECTION 6. Analysis of Market Technicals

15. Market Demand Technicals

16. Market Supply Technicals

SECTION 7. Special Vehicles- Liquid Bond Indexes, Credit Default Swaps and Indexes and Exchange Traded Funds

17. Liquid Bond Indexes

18. Credit Default Swaps and Indexes

19. Corporate Debt Exchange Traded Funds (ETFs)

SECTION 8. Collateralized Loan Obligations (CLOs)

20. Introduction to CLOs

21. Structure of Typical CLOs

SECTION 9. Tools for Portfolio Analysis

22. The Why, What and How of Portfolio Analysis

23. Performance Attribution

SECTION 10. THE FUTURE OF DATA ANALYTICS AND CLOSING COMMENTS

24. Some Thoughts on the Future of Data Analytics in Corporate Debt Markets

25. Closing Remarks

 

Powerful new data analytics tools and techniques for optimizing corporate debt portfolios and investments.