A well-established, multi-strategy hedge fund aimed to capitalise on a high-interest-rate environment and expand its credit market exposure through relative value strategies.
This required accurate real-time pricing and a suite of dynamic portfolio management tools.
Coremont’s extensive capabilities addressed these needs through robust market data integrations, advanced in-house analytics and models, and powerful scenario analysis.
Clarion’s UI and API were able to provide market-quoted and model-implied spreads to accurately mark Investment Grade bonds, including new issues.
Clarion’s real-time scenario analysis features and ability to decompose indices allowed users to submit bespoke data inputs, as well as stress test positions and what-if trades, empowering them to seamlessly construct and examine idiosyncratic views of the market.
The client has been able to effectively implement their credit strategies using the data and tools required to navigate the complex bond market. Coremont’s comprehensive coverage across credit and credit derivatives has helped facilitate the growth of their credit presence, improved operational efficiency, and ultimately enabled them to better capitalize on market opportunities as they arise.
Advanced in-house analytics and models, and powerful scenario analysis.
