In this webinar Qontigo will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. They will also build hedged portfolios and assess performance attribution.
In this webinar Qontigo will showcase how the Axioma Credit Spread Factor Risk Model supports hedging through duration, DTS, term structure and CDS. They will also build hedged portfolios and assess performance attribution.