...
6) For next week.
Proceedings:
Today we reviewed the basket indices ontology in MarketIndicies again, and discussed credit events in that context. There is a short list of so-called credit events in that ontology which should reflect (1) events that pertain to loans of any kind / credit agreements of any kind, (2) securities lending, or (3) legal entities more broadly (e.g., bankruptcy filings). We agreed to reach out to several bankers to get a list of common events that need to be covered in a general ontology of credit events.
We also started to model some individuals related to economic indicators – stay tuned for more on this.