Build a Index for Market Surveillance Say These Credit Risk Pros
FHLB San Francisco's counterparty credit team talks quantitative tools to track how traders and investors perceive creditworthiness.
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How do you stay on top of market perceptions of risk for the companies you care about?
A systematic way to do it is to create a composite index of market and quantitative risk indicators. The right combination of fundamental data and trading signals could alert you early to adverse developments at companies that warrant further investigation.