Credit Suisse offers an extensive family of fixed income indices that track global fixed income markets. These indices, which depend heavily on bond liquidity and overall index transparency, provide aggregate data that aims to be both consistent and comprehensive.
Credit Suisse manages a diversified portfolios of global high yield bonds. Management strategy aims to maximize total return from monetizing macro economic themes, exploiting sector and issuer performance and rating dispersion. The team’s proprietary credit ratings, trend outlook and spread volatility evaluation drive a disciplined portfolio construction process.
The CSFB Leveraged Loan Index tracks the performance of senior floating rate bank loans and is designed to mirror the investable universe of the $US-denominated leveraged loan market. This index tracks the investable market of the U.S. dollar denominated leveraged loan market. It consists of issues rated “5B” or lower, meaning that the highest rated issues included in this index are Moody’s/S&P ratings of Baa1/BB+ or Ba1/BBB+. All loans are funded term loans with a tenor of at least one year and are made by issuers domiciled in developed countries.
For the Workbench Indices, RIMES hosts approximately 9400 bonds and 12 indices. Index coverage includes Leveraged Loan and High Yield Indices.
For the CSPLUS Indices, RIMES hosts approximately 34000 bonds, 230 indices, 45 sector codes.
Some of the data items available include:
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