Advanced Swing Trading by J.Crane.

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T The author thanks Jean-Martin Aussant, Oren Cheyette, and Darren Stovel for insightful comments and suggestions on how to improve this article. 17 2-Breger Page 18 Wednesday, July 23, 2003 10:21 AM 18 PROFESSIONAL PERSPECTIVES ON FIXED INCOME PORTFOLIO MANAGEMENT A FRAMEWORK FOR UNDERSTANDING AND MODELING RISK This discussion covers the main factors affecting bond returns in the European fixed income market, namely, the random fluctuations of interest rates and bond yield spreads, the risk of an obligor defaulting on its debt, or issuer-specific risk, and currency risk.

We will see further below that the swap model pre- 2-Breger Page 26 Wednesday, July 23, 2003 10:21 AM 26 PROFESSIONAL PERSPECTIVES ON FIXED INCOME PORTFOLIO MANAGEMENT EXHIBIT 6 Swap Spreads (a) Swap Spread Annualized Volatility for Markets Covered in the Model (b) Comparison between Typical Euro and Sterling Spread Volatilities Computed Using the Swap Factor for Different Rating Categories dicts reasonably accurately both the absolute magnitude of the spread risk in each market and their relative values.

CURRENCY RISK Currency risk is potentially a large source of risk for global investors that can be handled with a multifactor model with one factor per currency. Yet, special attention has to be paid in forecasting the variances 2-Breger Page 33 Wednesday, July 23, 2003 10:21 AM 33 Fixed Income Risk Modeling for Portfolio Managers and covariances of currency factors due to their high volatility and rapidly changing risk characteristics. The goal is to obtain a model that quickly adjusts to new risk regimes and responds to new data.

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