BondEdge
Fixed Income Portfolio Risk Management Platform
BondEdge can empower fixed income professionals with tools to help manage institutional fixed income portfolio risk and help identify opportunities via an intuitive, highly customizable user-interface that offers flexible output and delivery options that can help optimize workflow.
BondEdge is available to customers as an on-site software installation or through an OnDemand Software as a Service (SaaS) option.
Built on the Microsoft .NET Framework, BondEdge is backed by market-leading fixed income single security, portfolio level and cash flow analytics that are supported by 30 years of expertise and a team of Ph.D’s and quantitative analysts.
BondEdge provides:
- Comprehensive security coverage for more than 2.7 million bonds including structured, taxable and municipal securities and a broad range of derivatives
- 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
- Benchmark analysis and comparisons versus more than 350 fixed income indices from leading benchmark providers
- Projected total returns and risk characteristics via stress testing and “What-If” reporting tools
- Fixed income performance attribution analysis
- Dynamic asset cash flow projections for asset liability management and regulatory/rating agency reporting.
- Liability Driven Investing tools
- Analytic API (application programming interface), including an add-in program and sample templates for use from within Microsoft® Excel®
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BondEdge Solutions’ objective is to work closely with its clients to gain a better understanding of their internal processes, risk management mandates, evolving business needs and overall goals.
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BondEdge Customer Newsletter - Winter issue now available
Effective-Duration-Based Hedging Strategies and BondEdge
An OAS Framework for Portfolio Attribution Analysis
Assessing the Impact of Enhanced RMBS Collateral Performance Data within BondEdge
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