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Bedford, MA Office

32 Crosby Drive
Bedford
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US

London, UK Office

Fitzroy House, 13-17 Epworth Street
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Australia, Melbourne Office

1155 Malvern Road
Malvern
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France, Paris Office

9 rue de Téhéran
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Ireland, Dublin Office

6 Georges Dock, 4th floor IFSC
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5th floor 28 boulevard Royal
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25, rue Kléberg
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New York, NY Office

100 William Street, 17th Floor
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White Plains, NY Office

100 Hillside Avenue
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Santa Monica, CA Office

2901 28th Street, Suite 300
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Hayward, CA Office

3955 Point Eden Way
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Singapore Office

1 Raffles Place #21-02 One Raffles Place
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Hong Kong, Central Office

2001-2005, 20/F The Center 99 Queen's Road Central
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8 Hill Street St Helier
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Germany, Frankfurt Office

Sandweg 94
Frankfurt am Main
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Spain, Madrid Office

Francisco Silvela 42 1a planta
Madrid
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Switzerland, Zurich Office

Loewenstrasse 2
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Australia, Sydney Office

Suite 405/368 Sussex Street
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Japan, Tokyo Office

Kyobashi No. 8 Nagaoka Bldg. 1F 2-20-9 Hatchobori Chuo-ku
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Location Office

International House 1 St. Katharine's Way
London
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Italy, Rome Office

Via Cristoforo Colombo, 149
Rome
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Chicago, IL Office

600 West Fulton, 7th Floor
Chicago
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New York, NY Office

100 Church Street, 11th Floor
New York
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UAE, Dubai Office

805, City Tower 2 Sh. Zayed Road
Dubai
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Lombard, IL Office

955 Parkview Boulevard
Lombard
IL
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Australia, Melbourne Office

Level 36/2 Freshwater Place Southbank Boulevard Southbank
Melbourne
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Telephone

02072653703

Contact

tony cossey a cossey
[email protected]
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Interactive Data to Launch Bondedge Analytical Platform for Fixed Income Asset Managers

Interactive Data Corporation (NYSE: IDC), a leading provider of financial market data, analytics, and related solutions, today announced that its Fixed Income Analytics business has released BondEdge® Asset Manager.

This new package of capabilities is designed to assist portfolio managers and analysts at asset management firms manage relative risk and reward versus leading fixed income indices and liability benchmarks. The package can also help address the needs of investment professionals at organizations which manage their own fixed income funds internally, such as pension funds, endowments, and foundations.

For many years, asset management professionals have leveraged the robust analytical asset, portfolio and benchmark modeling tools and comprehensive security database coverage of Interactive Data’s market-leading BondEdge service for fixed income portfolio versus benchmark risk analysis, performance attribution, and compliance testing based upon client input guidelines.

“Heightened volatility of total returns dispersion between bond sectors and quality cohorts have underscored the need for enhanced granular portfolio versus benchmark risk analysis and performance attribution tools,” said Keith Webster, managing director, Interactive Data Fixed Income Analytics. “In addition, certain regulatory and accounting changes have heightened focus on the closer matching of portfolio and corresponding corporate pension liability risk characteristics. The analytical enhancements delivered with this latest release of BondEdge are a reflection of feedback provided by asset manager clients.”

“We appreciate the opportunity to work closely with Interactive Data to provide our perspective for the ongoing development of fixed income portfolio analytical tools for asset managers,” said Jay E. Schwister, Senior Portfolio Manager at Baird Advisors. “BondEdge provides analysis that helps our portfolio managers and analysts manage and report on the relative risk between portfolios and their relevant index or liability benchmarks.”

BondEdge Asset Manager is available via the BondEdge Next Generation platform, which is built on the Microsoft® .NET Framework and provides a highly intuitive, flexible user interface. This newly released package of BondEdge capabilities includes enhancements to Factor-based Performance Attribution for taxable and tax-exempt portfolios and benchmarks and Liability Driven Investing analysis. Portfolio versus benchmark stress testing tools, “what-if” analytics for pre-trade simulations, and automated, flexible presentation style reports and graphics are also included.

BondEdge Next Generation includes an extensive structured finance deal library, cash-flow engine, and term structure and prepayment models, enabling clients to generate dynamic risk measures and asset cash flows for agency and non-agency residential mortgage-backed securities, including sub-prime issues, as well as asset-backed and commercial mortgage backed securities.