Data Analytics for Corporate Debt Markets

Written for portfolio managers, traders, analysts, marketers, investment bankers, and other financial practitioners, this book introduces the key data analytics tools, methods, and applications currently used in the 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...
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Written for portfolio managers, traders, analysts, marketers, investment bankers, and other financial practitioners, this book introduces the key data analytics tools, methods, and applications currently used in the 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 presently 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. Coverage includes: 

• Why corporate debt analysis is different, and how data analytics can help
• The essential terminology and tools of data mining and analytics
• The markets and the players
• Indexes and index construction
• Analytics from macro market data to credit selection
• Analyzing market technicals
• Special Vehicles: Liquid Bond Indexes, Credit Default Swaps and Indexes, and ETFs
• Collateralized Loan Obligations (CLOs)
• Tools for portfolio analysis
• The future of data analytics in corporate debt markets