oks: Portfolio Analytics

Deutsch

English

Portfolio Analytics

The working group on portfolio analytics deals with methodical questions concerning the fixed-income market. The focus thereby lies on the specific characteristics of the CHF market.

Focal topics include approaches to estimating yield curves, the calculation of various key bond ratios, risk measurement methods, and methods to determine rating gradings like those implicitly contained in market movements.

The committee cooperates with data providers but is also in close contact with scientists and people who use portfolio analysis in their daily business.

Mr. Wolfgang J. Marty currently heads the committee.

General Assembly OKS

The general assembly took place on May 10, 2012 at the Hotel Widder. The event was a great success not only by the number of attendee. The official part was followed by a presentation of Dr. Dominique Ammann (PPC Metrics) and a social part.

Link to the presentation

Swiss bond market - undamaged through the financial crisis

According to the Swiss National Bank (SNB), the Swiss franc bond market has lived up to its reputation for stability.The Swiss bond market held up well during the financial crisis. This is the conclusion drawn by the Swiss National Bank in a guest article[PDF] for SIX Swiss Exchange that also deals with the role the domestic bond market plays with regard to crisis-combating measures. According to SNB there are three main features that characterize the Swiss bond market: a growth rate among the lowest worldwide, a much bigger market for non-public borrowers than for public ones and the fact that foreign issuers account for a greater share of the market than their domestic counterparts. (Link SIX Swiss Exchange)