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