I have to build a model portfolio from the data of a portfolio composed of bonds from Emerging Markets accounted in $ (So exclusively corporate bonds from emerging markets).

Do you have any documentation to realize this task ?

I began to do a breakdown with the ratings of the bonds but then I do not know where to head this analysis.

My final goal is to study the currency risks of that portfolio ..


closed as unclear what you're asking by Ric, AfterWorkGuinness, chollida, Bob Jansen Oct 26 '15 at 21:11

Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

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    $\begingroup$ It is a bit unclear what you ask and it sounds a bit too basic or that you lack too basic knowledge. Please improve the question. $\endgroup$ – Ric Oct 26 '15 at 17:24
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    $\begingroup$ Hi Gautier, your question is very unclear; if it's not clear to us what you're asking, we can't help you $\endgroup$ – AfterWorkGuinness Oct 26 '15 at 19:10
  • $\begingroup$ An edit was proposed but that was insufficient to prevent closing, I guess only Gautier can give make such an edit. $\endgroup$ – Bob Jansen Oct 26 '15 at 21:14
  • $\begingroup$ My aim is to build a portfolio "type" or "model" in which you have the main characteristics of the real portfolio which is constantly changing. I do not know how to effectively create this portfolio model, in fact, and I am looking for advice and documentation from practitioners, to do this task step by step. When I will have this portfolio model, I have to create simulations (with variables changing, such as exchange rate EUR/USD, interest rates, etc..) to see the effects on the performance of the portfolio. I hope it is clearer. Gautier $\endgroup$ – Gautier Oct 27 '15 at 8:27