Rule-based credit trading and counterparty prediction tools

In February corporate bond trading volumes were relatively quiet for KBC Asset Management, and the market more widely was low and patchy, with tighter spreads. Transaction costs were relatively unaffected from recent months but were two thirds the level of February 2020.

Joeri Wouters, senior fixed income trader at KBC AM, says his team were able to take advantage of the quieter markets to kick off three new projects including rule-based trading for Euro-denominated credit which delivered 85% automated trading which potentially could replace its use for all-to-all trading, plus a model-based counterparty prediction tool.

Published on March 23, 2021

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