Reuters has launched Corptop, a corporate bond index, to add to its existing range of fixed interest...
Reuters has launched Corptop, a corporate bond index, to add to its existing range of fixed interest benchmarks. The index helps risk managers to measure their portfolios against a benchmark for market performance and for risk purposes. Corptop includes 67 corporate bonds which range from the top-rated AAA category down to BBB, the cut-off for bonds in the investment grade category. There is also a separate category covering maturities of one to three years, three to five years, five to seven years, seven to 10 years and more than 10 years. Corptop is calculated as a performance index a...
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