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.
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