worldcat
SEARCH IN GUILLERMO AND MICHÈLE DE LA DEHESA LIBRARY AND BEYOND
Loading Events

« All Events

  • This event has passed.

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

9:00 pm EST
6:00 pm PST

Register here

Details

Date:
February 21, 2023
Time:
3:00 pm - 4:00 pm
Event Category: