Tag Archives: credit risk

Oct 12, 2017

Hong XieSenior Director, Global Research & DesignS&P Dow Jones Indices

Credit Risk Measure in the S&P U.S. High Yield Low Volatility Corporate Bond Index

Common risk measures in equities include the volatility of price return and beta measuring price sensitivity to market. However, in fixed income, volatility measures for bonds are not as straightforward as equities. First, it can be challenging to obtain reliable daily prices for bonds that do not trade every day. Second, using the simple measure…

Categories Factors, Fixed Income
Other Tags
corporate bonds, credit spread, High Yield, low volatility, S&P U.S. High Yield Low Volatility Corporate Bond Index

Categories
Factors, Fixed Income

May 16, 2016

Michele LeungFormer Director, Fixed Income IndicesS&P Dow Jones Indices

Asian Fixed Income: A Quest for High-Quality Chinese Corporate Bonds

In a previous piece, we highlighted the emerging credit risk in Chinese corporates. Nevertheless, a recent survey reinforced the belief in the long-term future of China’s onshore bond market and pointed to an expected increase in exposure to Chinese bonds.[1] As China’s bond market continues to grow, it may be important for market participants to…

Categories Fixed Income
Other Tags
China Corporates, Chinese ratings, corporate bond, High Quality, OAS, S&P China Bond Index

Categories
Fixed Income

Other Tags
China Corporates, Chinese ratings, corporate bond, High Quality, OAS, S&P China Bond Index

Indexology^® Blog
Contributors

Craig Lazzara Managing Director and Global Head of Index Investment Strategy

Kevin Horan Director, Fixed Income Indices

Tim Edwards Managing Director, Index Investment Strategy

Fei Mei Chan Director, Index Investment Strategy

Hamish Preston Associate Director, U.S. Equity Indices

Berlinda Liu Director, Global Research & Design

Phillip Brzenk Senior Director, Strategy Indices

Koel Ghosh Head of South Asia

Philip Murphy Managing Director, Global Head of Index Governance

Fiona Boal Head of Commodities and Real Assets

Aye Soe Managing Director, Global Head of Product Management

Howard Silverblatt Senior Index Analyst, Product Management

Michael Orzano Senior Director, Global Equity Indices

Anu Ganti Senior Director, Index Investment Strategy

Hong Xie Senior Director, Global Research & Design

Shaun Wurzbach Managing Director, Global Head of Financial Advisor Channel

Akash Jain Associate Director, Global Research & Design

Jamie Farmer Chief Commercial Officer

Jim Wiederhold Associate Director, Commodities and Real Assets

John Welling Director, Equity Indices

Chris Bennett Director, Index Investment Strategy

Reid Steadman Managing Director, Global Head of ESG

Maria Sanchez Associate Director, Global Research & Design

Ved Malla Associate Director, Client Coverage

Jaime Merino Director, Asset Owners Channel

Bill Hao Director, Global Research & Design

Jason Giordano Director, Fixed Income, Product Management

Tianyin Cheng Senior Director, Strategy Indices

Silvia Kitchener Director, Global Equity Indices, Latin America

Qing Li Director, Global Research & Design

Rupert Watts Senior Director, Strategy Indices

Liyu Zeng Director, Global Research & Design

Priscilla Luk Managing Director, Global Research & Design, APAC

Ben Leale-Green Senior Analyst, Research & Design, ESG Indices

Michael Mell Senior Director, Custom Indices

Stuart Magrath Senior Director, Channel Management, Australia and New Zealand

Brian Luke Global Head of Fixed Income Indices

Andrew Innes Head of EMEA, Global Research & Design

Mona Naqvi Senior Director, Head of ESG Product Strategy, North America

Izzy Wang Analyst, Strategy Indices

Smita Chirputkar Director, Global Research & Design

Louis Bellucci Senior Director, Index Governance

Arpit Gupta Senior Analyst, Global Research & Design

Rachel Du Senior Analyst, Global Research & Design

Sherifa Issifu Associate, Index Investment Strategy

Craig Lazzara Managing Director and Global Head of Index Investment Strategy

Kevin Horan Director, Fixed Income Indices

Tim Edwards Managing Director, Index Investment Strategy

Fei Mei Chan Director, Index Investment Strategy

Hamish Preston Associate Director, U.S. Equity Indices

Berlinda Liu Director, Global Research & Design

Phillip Brzenk Senior Director, Strategy Indices

Koel Ghosh Head of South Asia

Philip Murphy Managing Director, Global Head of Index Governance

Fiona Boal Head of Commodities and Real Assets

Aye Soe Managing Director, Global Head of Product Management

Howard Silverblatt Senior Index Analyst, Product Management

Michael Orzano Senior Director, Global Equity Indices

Anu Ganti Senior Director, Index Investment Strategy

Hong Xie Senior Director, Global Research & Design

Shaun Wurzbach Managing Director, Global Head of Financial Advisor Channel

Akash Jain Associate Director, Global Research & Design

Jamie Farmer Chief Commercial Officer

Jim Wiederhold Associate Director, Commodities and Real Assets

John Welling Director, Equity Indices

Chris Bennett Director, Index Investment Strategy

Reid Steadman Managing Director, Global Head of ESG

Maria Sanchez Associate Director, Global Research & Design

Ved Malla Associate Director, Client Coverage

Jaime Merino Director, Asset Owners Channel

Bill Hao Director, Global Research & Design

Jason Giordano Director, Fixed Income, Product Management

Tianyin Cheng Senior Director, Strategy Indices

Silvia Kitchener Director, Global Equity Indices, Latin America

Qing Li Director, Global Research & Design

Rupert Watts Senior Director, Strategy Indices

Liyu Zeng Director, Global Research & Design

Priscilla Luk Managing Director, Global Research & Design, APAC

Ben Leale-Green Senior Analyst, Research & Design, ESG Indices

Michael Mell Senior Director, Custom Indices

Stuart Magrath Senior Director, Channel Management, Australia and New Zealand

Brian Luke Global Head of Fixed Income Indices

Andrew Innes Head of EMEA, Global Research & Design

Mona Naqvi Senior Director, Head of ESG Product Strategy, North America

Izzy Wang Analyst, Strategy Indices

Smita Chirputkar Director, Global Research & Design

Louis Bellucci Senior Director, Index Governance

Arpit Gupta Senior Analyst, Global Research & Design

Rachel Du Senior Analyst, Global Research & Design