RBC Dexia Investor Services today unveiled Fixed Income Analytics, a new service that provides asset managers with detailed analysis of fixed income portfolios.
“Fixed Income Analytics is a specialized service that allows asset managers to accurately measure the impact of factors such as interest rate movements, changes in credit spread, yield or duration. By uncovering the sources of returns generated, this new service can help determine how closely a manager is adhering to the portfolio’s investment mandate, as well as the risk-return payoff of the portfolio,” says Fay Coroneos, global head, risk & investment analytics with RBC Dexia.
The service has been specifically designed to analyze fixed income portfolios and provides:
> in-depth breakdown of returns (on a daily basis and at the security level), using a yield-curve based attribution model;
– analysis of the return of the portfolio can be broken down into as many as 20 components;
> customized, drill-down reporting, where analysis is aligned with the client’s investment management process and performance overview’
> automated data aggregation, utilising an extensive array of market and index data from all major sources
“This is a powerful new product that provides greater insight into a fixed income manager’s decision making process,” says Coroneos. “Portfolio performance can be measured against any of the major indices or on a stand-alone basis. Reporting is flexible, with user-defined segmentation, including term, credit, duration, currency or country.”
RBC Dexia introduces new analytics service for fixed income portfolios
- By: IE Staff
- June 9, 2008 June 9, 2008
- 11:10