1
$\begingroup$

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 ..

$\endgroup$
  • 2
    $\begingroup$ 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
  • 1
    $\begingroup$ 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