- Sentiment of macroeconomic news and social media items are combined with historical time series to construct a generic credit risk assessment tool.
- Monitoring sovereign and corporate bonds is made more informative and efficient, the creditworthiness of sovereigns is assessed.
- With our tool, all investors shall be able to handle the vast amount of information on European sovereigns
- Combined with the analysis of sentiment, accurate and relevant information is included in investment decisions.
Below a schematic outline of the final decision support system (DSS) is depicted:
