The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary ...
《Fixed Income Portfolio Analytics》第零部分的思维导图。 《Fixed Income Portfolio Analytics》阅读笔记——第零部分 第一章
Scan the Summary page for an overview of your fixed income portfolio held at Fidelity, including its latest valuation and upcoming maturities. From the Summary page navigate for a closer look at all your fixed positions, their cash flows, and key analytics such as duration and tax exposure. ...
MSCI applications, including BarraOne, Single Security Analyzer and Excel plug-in, enable portfolio managers to receive fixed income analytics directly in the Order Management System (OMS) through our partnerships withCharles River DevelopmentandIHS Markit. ...
In the dynamic world of finance, Numerix collective suite of analytics tools sets the standard for precision, innovation, and adaptability. Numerix analytics libraries offer unparalleled insights into exotic derivatives, structured products, vanilla and
Investment management systems vendor SimCorp and fixed income analytics specialist IntelliBonds are partnering to offer front-office portfolio management teams alpha generation capabilities that exploit cutting-edge technologies and offer a path to system consolidation, officials say. The partnership will integ...
Discover portfolio management solutions Climate and sustainability integrated across portfolios Integrate sustainability and climate into your fixed income strategies to align your offerings with responsible investors’ values. Capitalize on new types of models and analytics for pricing climate risk, allocating...
Integrating ESG into the Fixed-Income Portfolio 来自 Semantic Scholar 喜欢 0 阅读量: 27 作者: CMK Cfa 摘要: The benefits of considering environmental, social, and governance (ESG) factors have propelled the strategy into mainstream investing. Integrating ESG factors into fixed-income analysis can...
MSCI ANALYTICS ADDRESS FOUR CRITICAL AREAS OF FIXED INCOME PORTFOLIO RISK AND PERFORMANCE MANAGEMENT Our topics Syndicated loan risk analytics Agency Fixed Rate Prepayment Model Raising the bar for loan risk analytics Don’t let CoCo bond risk sneak up on you ...
Starting point is a general introduction in the benchmark industry followed by considering different benchmark bonds in different markets. We discuss fixed income as an asset class and give descriptions of benchmarks portfolio used in the financial indus