Fixed Income Credit Risk Challenge

Status: Archived

Description:

This project examined how macroeconomic conditions influence bond markets and fixed income portfolios. Participants forecasted yield curves, designed economic stress scenarios, and built Python-based models to simulate portfolio performance under different environments. They analyzed defensive, neutral, and aggressive allocations to study the impact of duration, convexity, and interest rate movements on portfolio risk and returns.

Presenters:

• Matthew Long (PM)

• Jai Barath

• Paarth Agrawal

• Srishti Kishore

Term: Fall '25