ICE’s Fixed Income Portfolio Analytics: Managing Interest Rate Risk
The ability to efficiently project portfolio and security cash flows and returns under multiple interest rate environments is essential for effective risk management.
The cash flow and scenario analysis capabilities in ICE Portfolio Analytics - Bonds can quickly project cash flows, total returns, unrealized gain/losses, prices, durations and other key analytics which invoke ICE’s proprietary term structure and prepayment models for over 2.8 million securities.
Speakers
- Neil Patel, Manager, Analytics Business Development, ICE
- Bill Burns, Director, Quantitative analysis and engineering, ICE
- Louis J. Gehring, Senior Director, Analytics, ICE
- Brent Boyd, Senior Product Specialist, ICE
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