Benchmarking Credit Risk Risk Management Treasury 
Barry Ritholtz
AUGUST 15, 2023
SEIDES: If the S&P is your benchmark, which it isn’t for these pools of capital. RITHOLTZ: What should be their benchmark? So the proper benchmark for those pools has to look a little bit like the underlying assets they’re investing in. So what do you use for a benchmark? So the credit markets froze.
Barry Ritholtz
AUGUST 29, 2023
They create the benchmark. DAVIS: A big part of it is really around when there’s more complicated corporate actions that are happening that entail a level of risk. So when there’s a major turnover like that that happens, you always have the option, “Hey, can you do it exactly on the time that it enters the benchmark?
Expert insights. Personalized for you.
52 
Let's personalize your content