FORM OF MATRIX

All matrices take a similar form of Term vs. Credit Rating.

Matrices are provided by domicile of issuer/currency of issue, e.g. EUR/USD, G7/EUR and by sector, e.g. Banks, Financials, Telecom’s, Automotive

Where insufficient data exists in a sector or rating category then the matrix may be completed using correlations between other matrices.

DELIVERY OF MATRICES

The matrices may be delivered in CSV, TXT, Excel or any other suitable form required by the client.

Clients only pay for the matrices they require, they are not obliged to purchase more than they require for their portfolios.