Active fixed income and credit management:
The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio d...
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Basingstoke ; New York
Palgrave
2002
|
Schlagworte: | |
Online-Zugang: | DE-12 DE-634 DE-526 DE-521 DE-1043 DE-M347 DE-92 DE-898 DE-1049 DE-523 DE-Re13 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 Volltext |
Zusammenfassung: | The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach |
Beschreibung: | 1 Online-Ressource (xvi, 230 Seiten) Diagramme |
ISBN: | 9780230510494 |
DOI: | 10.1057/9780230510494 |
Internformat
MARC
LEADER | 00000nmm a2200000zc 4500 | ||
---|---|---|---|
001 | BV047942491 | ||
003 | DE-604 | ||
005 | 20240110 | ||
007 | cr|uuu---uuuuu | ||
008 | 220414s2002 |||| o||u| ||||||eng d | ||
020 | |a 9780230510494 |9 978-0-230-51049-4 | ||
024 | 7 | |a 10.1057/9780230510494 |2 doi | |
035 | |a (ZDB-1-PEO)010911626 | ||
035 | |a (OCoLC)1312697985 | ||
035 | |a (DE-599)GBVNLM010911626 | ||
040 | |a DE-604 |b ger |e rda | ||
041 | 0 | |a eng | |
049 | |a DE-12 |a DE-634 |a DE-526 |a DE-521 |a DE-1043 |a DE-M347 |a DE-92 |a DE-898 |a DE-1049 |a DE-523 |a DE-Re13 |a DE-91 |a DE-473 |a DE-19 |a DE-355 |a DE-703 |a DE-20 |a DE-706 |a DE-824 |a DE-29 |a DE-739 | ||
084 | |a QK 800 |0 (DE-625)141681: |2 rvk | ||
100 | 1 | |a Hagenstein, Frank |e Verfasser |0 (DE-588)122688481 |4 aut | |
245 | 1 | 0 | |a Active fixed income and credit management |c Frank Hagenstein and Tim Bangemann, PhD |
264 | 1 | |a Basingstoke ; New York |b Palgrave |c 2002 | |
300 | |a 1 Online-Ressource (xvi, 230 Seiten) |b Diagramme | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
520 | |a The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach | ||
650 | 4 | |a Finance | |
650 | 4 | |a Business enterprises / Finance | |
650 | 4 | |a Information technology | |
650 | 4 | |a Business / Data processing | |
650 | 4 | |a Investment banking | |
650 | 4 | |a Securities | |
650 | 4 | |a Risk management | |
650 | 4 | |a Capital market | |
700 | 1 | |a Bangemann, Tim |e Sonstige |0 (DE-588)12268852X |4 oth | |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Paperback |z 978-1-349-43219-6 |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-0-333-99368-2 |
856 | 4 | 1 | |u https://doi.org/10.1057/9780230510494 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-1-PEO | ||
943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-033323946 | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-12 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-634 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-526 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-521 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-1043 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-M347 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-92 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-898 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-1049 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-523 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-Re13 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-91 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-473 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-19 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-355 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-703 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-20 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-706 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-824 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-29 |p ZDB-1-PEO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1057/9780230510494 |l DE-739 |p ZDB-1-PEO |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1806143414743334912 |
---|---|
adam_text | |
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Hagenstein, Frank |
author_GND | (DE-588)122688481 (DE-588)12268852X |
author_facet | Hagenstein, Frank |
author_role | aut |
author_sort | Hagenstein, Frank |
author_variant | f h fh |
building | Verbundindex |
bvnumber | BV047942491 |
classification_rvk | QK 800 |
collection | ZDB-1-PEO |
ctrlnum | (ZDB-1-PEO)010911626 (OCoLC)1312697985 (DE-599)GBVNLM010911626 |
discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
doi_str_mv | 10.1057/9780230510494 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nmm a2200000zc 4500</leader><controlfield tag="001">BV047942491</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20240110</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220414s2002 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780230510494</subfield><subfield code="9">978-0-230-51049-4</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1057/9780230510494</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-PEO)010911626</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1312697985</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)GBVNLM010911626</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-526</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-1043</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-523</subfield><subfield code="a">DE-Re13</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-739</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 800</subfield><subfield code="0">(DE-625)141681:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hagenstein, Frank</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)122688481</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Active fixed income and credit management</subfield><subfield code="c">Frank Hagenstein and Tim Bangemann, PhD</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Basingstoke ; New York</subfield><subfield code="b">Palgrave</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xvi, 230 Seiten)</subfield><subfield code="b">Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business enterprises / Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Information technology</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business / Data processing</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment banking</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Bangemann, Tim</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)12268852X</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Paperback</subfield><subfield code="z">978-1-349-43219-6</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-0-333-99368-2</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-PEO</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033323946</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-12</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-634</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-526</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-521</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-1043</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-M347</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-92</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-898</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-1049</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-523</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-Re13</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-91</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-473</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-19</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-355</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-703</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-20</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-706</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-824</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-29</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1057/9780230510494</subfield><subfield code="l">DE-739</subfield><subfield code="p">ZDB-1-PEO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV047942491 |
illustrated | Not Illustrated |
index_date | 2024-07-03T19:35:39Z |
indexdate | 2024-08-01T00:36:26Z |
institution | BVB |
isbn | 9780230510494 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033323946 |
oclc_num | 1312697985 |
open_access_boolean | |
owner | DE-12 DE-634 DE-526 DE-521 DE-1043 DE-M347 DE-92 DE-898 DE-BY-UBR DE-1049 DE-523 DE-Re13 DE-BY-UBR DE-91 DE-BY-TUM DE-473 DE-BY-UBG DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 |
owner_facet | DE-12 DE-634 DE-526 DE-521 DE-1043 DE-M347 DE-92 DE-898 DE-BY-UBR DE-1049 DE-523 DE-Re13 DE-BY-UBR DE-91 DE-BY-TUM DE-473 DE-BY-UBG DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 |
physical | 1 Online-Ressource (xvi, 230 Seiten) Diagramme |
psigel | ZDB-1-PEO |
publishDate | 2002 |
publishDateSearch | 2002 |
publishDateSort | 2002 |
publisher | Palgrave |
record_format | marc |
spelling | Hagenstein, Frank Verfasser (DE-588)122688481 aut Active fixed income and credit management Frank Hagenstein and Tim Bangemann, PhD Basingstoke ; New York Palgrave 2002 1 Online-Ressource (xvi, 230 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach Finance Business enterprises / Finance Information technology Business / Data processing Investment banking Securities Risk management Capital market Bangemann, Tim Sonstige (DE-588)12268852X oth Erscheint auch als Druck-Ausgabe, Paperback 978-1-349-43219-6 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-333-99368-2 https://doi.org/10.1057/9780230510494 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Hagenstein, Frank Active fixed income and credit management Finance Business enterprises / Finance Information technology Business / Data processing Investment banking Securities Risk management Capital market |
title | Active fixed income and credit management |
title_auth | Active fixed income and credit management |
title_exact_search | Active fixed income and credit management |
title_exact_search_txtP | Active fixed income and credit management |
title_full | Active fixed income and credit management Frank Hagenstein and Tim Bangemann, PhD |
title_fullStr | Active fixed income and credit management Frank Hagenstein and Tim Bangemann, PhD |
title_full_unstemmed | Active fixed income and credit management Frank Hagenstein and Tim Bangemann, PhD |
title_short | Active fixed income and credit management |
title_sort | active fixed income and credit management |
topic | Finance Business enterprises / Finance Information technology Business / Data processing Investment banking Securities Risk management Capital market |
topic_facet | Finance Business enterprises / Finance Information technology Business / Data processing Investment banking Securities Risk management Capital market |
url | https://doi.org/10.1057/9780230510494 |
work_keys_str_mv | AT hagensteinfrank activefixedincomeandcreditmanagement AT bangemanntim activefixedincomeandcreditmanagement |