Available now: Scenario analysis for fixed income portfolios

The Scenario Analysis Editor will be familiar to those who use FactSet’s tools for single bond analysis.

Do it in FactSet

Incorporate scenario calculations into your nightly process and view the results each morning. FactSet offers many pre-created scenarios, however, you may create your own by following these three steps:

1. Navigate to Portfolio Viewer by choosing the FactSet Insert Menu, then Portfolio > Utilities > Portfolio Viewer.

2. Click to enlarge

   Click FI Settings and click the hyperlink labeled Scenarios.
3. Click the option to Include Scenarios, then click the Scenario Editor button to customize new scenarios for calculation. 

From the Scenario Editor, you can choose a curve (or select to use all curves), change the twist and shift by a set number of basis points, and change the pivot by 0-120 months.

Scenarios will be calculated overnight. To incorporate them in a Portfolio Analysis report, you can add the appropriate column as you normally would in Portfolio Analysis, with the Options button.

If you do not see this view in your version of FactSet Portfolio Viewer, please contact your local account specialist.