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BLOOMBERG – MAC3 APAC Government & Credit Models
February 21, 2023 @ 3:00 pm - 4:00 pm
MAC3 APAC Government & Credit Models
In this webinar, we present the models for government, government-related, and corporate bonds in JPY, CNY and other Developed Asia in the new MAC3 fixed income suite. We will discuss factor structure and backtest performance compared with legacy GRM.
– Overview of the market and coverage
– Model factor structure
– Backtest performance of MAC3 vs legacy GRM
February 21, 2023