BondEdge Asset Manager
BondEdge Asset Manager is a new package of product capabilities designed to assist portfolio managers and analysts at asset management firms manage relative risk and reward for either single or multiple portfolios versus leading fixed income indices and liability benchmarks. This 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.
Significant total return dispersion among bond sectors and credit rating cohorts have increased the need for enhanced granular portfolio versus benchmark risk analysis and performance attribution tools. Regulatory and accounting rule changes have also heightened focus on the closer matching of pension portfolio assets versus pension liability risk characteristics. The analytical enhancements delivered with this new package of capabilities were developed with these trends in mind.
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. 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.
- Extensive security coverage, including structured finance library
- Robust analytical and cash flow models
- Comprehensive set of security and portfolio level option-adjusted risk measures
- Flexible Portfolio Reports, Graphics and Scans/Alerts
- Portfolio versus Bond Index Comparison Capabilities
- Performance attribution tools
- Portfolio “What-If” Analytics for Pre-Trade Analysis
- Liability Driven Investing (LDI)
- Stress Testing Tools
- Credit Loss Modeling for Structured Securities
- BondEdge API
- Third Party System Integration
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