Corporate bond blow-ups: a smarter approach to liquidity stress-testing

Author: Kamil Zielinski, financial risk business development, S&P Global Market Intelligence

Amid rising volatility and tightening liquidity, fixed income investors face growing pressure to understand how market shocks affect their portfolios.

This white paper from S&P Global Financial Risk Analytics presents a data-driven, market-implied approach to liquidity stress testing – capturing how credit spread movements translate into real-world changes in bid/ask spreads, quote volumes and liquidation costs.

By calibrating liquidity shocks across sectors, ratings and regions, the paper shows how firms can uncover vulnerabilities, enhance stress-testing and strengthen risk governance.

Discover how S&P Global’s analytics empower decision-makers to anticipate liquidity challenges and act decisively in today’s unpredictable bond markets.