BondEdge®
Robust Portfolio Analytics, Models & Reporting
BondEdge provides investment professionals with tools to manage risk and returns for multi-asset portfolios relative to an array of leading indices and liability benchmarks. The tool is backed by a set of comprehensive security, portfolio and cash flow analytics, which are supported by more than 40 years of expertise and research.
BondEdge provides robust report generation capabilities across a range of asset classes to help you analyze holdings, distributions, and performance of both fixed income and multi-asset class portfolios. BondEdge features a rich collection of content and models which include a robust structured finance deal library, term structure and prepayment models, and a well established cash flow engine.
Product Offerings
Comprehensive security coverage for nearly 3 million domestic and international fixed income and equity securities such as structured, taxable and municipal securities and a broad range of derivatives |
Ability to access benchmarks from leading fixed income and equity index providers |
Analytic risk measures including option adjusted duration, convexity, option adjusted spread (OAS), and key rate durations |
Extensive, customizable reports that can help identify current risk characteristics of portfolios |
Projected total returns and risk characteristics via stress testing and "what-if" reporting tools |
Multi-asset performance attribution analysis |
Dynamic asset cash flow projections for asset liability management and to support regulatory and rating agency reporting |
Liability-driven investing tools for matching duration, cash flow and horizon, reporting on flexible surplus and risk measures, portfolio rebalancing and measuring spread to benchmark |
Advanced calculation engine that provides a feed of indicative data and analytical measures |
Analytics API (application programming interface), including an add-in program and sample templates for use from within Microsoft® Excel® |