Project: Sentiment news and market analysis of sovereign and corporate bonds for credit risk assessment

We develop a credit risk assessment tool, in which sentiments of news, social media and reports are included in the risk assessment of corporate and sovereign bonds. Sovereign debt is monitored enabling small and medium-sized investors to determine internal country and company ratings. Our tool investigates all current country and company information and market sentiment as well as historical time series to enable a quantitative as well as qualitative analysis of bonds’ inherent risk.

Acronym	SENRISK (Reference Number: 10488)
Duration	01/01/2017 - 01/01/2019
Project Topic	Electronics, It And Telecoms Technology
Network	Eurostars 2
Call	Eurostars Cut-Off 5

Project partner

Number	Name	Role	Country
24245	OptiRisk Systems Ltd.	Coordinator	United Kingdom
24246	Fraunhofer Institute for Industrial Mathematics ITWM	Partner	Germany
24247	PS Quant	Partner	Austria
24248	Acatis Research GmbH	Partner	Germany