Unlocking Risk Analytics for Callable Bonds & Leveraged Loans

The value of callable coupon bonds or leveraged loans is shaped by both interest rate risk and credit risk—factors that play a central role in an issuer’s decision to call. Yet credit risk is often underappreciated when analysing bond and loan portfolios with embedded optionality, creating misleading signals and ineffective hedging strategies.

This webinar explores how credit volatility shapes bond and loan metrics, risk measures, and stress assessments. We introduce a credit-sensitive modeling framework and focus on callable fixed-to-floating bonds where credit risk dominates.