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Product
BondEdge
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Tags: BondEdge, Fixed Income Analytics, Interactive Data
Overview
BondEdge® – BondEdge allows fixed income institutional investors to proactively manage global interest rate and credit risk at the portfolio level. Clients can hone trading strategies via customizable market environment simulations, identify bets/unintended mismatches versus any of 400+ global benchmark indices (from all the major index families), respond efficiently to a variety of regulatory and reporting demands, and effectively explain performance results with a suite of attribution tools that includes both factor-based and returns-based methodologies. BondEdge offers superior functionality for managers of portfolios with tax-exempt securities or a mix of both taxables and municipals, including municipal duration beta and returns-based performance attribution for customizable hierarchies of returns analysis such as state, sector, or duration-to-worst and access to nearly 2 million municipal securities from Interactive Data. Optional access to constituent-level data for the Lehman Municipal Index is also available. Managers who incorporate mortgage product and/or structured securities into their overall strategy benefit from superior proprietary BondEdge prepayment models for MBS, ARM, Hybrid ARM, ABS and CMBS securities, plus the ability to generate robust an unlimited number of dynamic cash flow scenarios then seamlessly transport them to the most popular liability systems for further analysis. Other key features of this modular-based system include: liability-driven investing tools, pre-trade compliance monitoring, portfolio optimization, credit risk analysis, and more. Delivery options include client/server, LAN, WAN, ASP and Service Bureau.
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