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BLOOMBERG – MAC3 Global Inflation Linked Bonds Models – EMEA
February 15 @ 11:00 am - 12:00 pm

MAC3 Global Inflation Linked Bonds Models – EMEA
Inflation has been rising across the globe. In the webinar, we present the new MAC3 global inflation-linked bond risk model and compare its backtest performance with legacy GRM. In addition, we introduce the flexible attribution framework for inflation-linked bonds (nominal and real curve attribution). We conclude with an interesting case study to highlight the insights from these models. – Overview of inflation linkers: pricing model and analytics
– MAC3 global inflation-linked bonds factor model
– Backtest performance of MAC3 vs legacy GRM
– Case study: real curve attribution for inflation linked index
February 15, 2023
5:00 am EST|
2:00 am PST|
6:00 pm HKT|
10:00 am GMT