USD Across-the-Curve Credit Spread Indices and USD Financial Conditions Credit Spread Indices are now available via Bloomberg and Refinitiv.

The iShares Core 1-5 Year USD Bond ETF (ISTB) has been benefiting from the come-down of credit spreads for AA bonds. On the other hand, the yield curve is on the way up.

It also houses separate factor groups for different currencies including USD IG, USD HY, Euro, Sterling and Yen. In addition to the Axioma Credit Spread Factor Risk Model, a risk framework known as ...

SOFR Academy is driving the operationalization of AXI and FXI as credit spread add-ons for SOFR for use in lending and derivative markets.

Rich Duration Times Spread (DTS)-based factor structure capturing the impact of market exposure, industry groups, country or region, and credit quality Separate factor groups for USD IG, USD HY ...