Section IV: Indexes

By Jonathan S. Blau

Indexes are one of the main tools used in analytics. They help to give a snapshot of what a market and market subsectors look like. They are often used for performance and weighting measures.

As a significant amount of analytics is done using indexes, it is important to understand some of their strengths and weaknesses. It is also important to understand how they are constructed so you can better understand the biases of the various indexes that are available.

Unlike many equity market indexes, there is no single, dominant index that is used in the corporate debt markets. Additionally, all of the major indexes are run by sell-side investment banks.

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