Fixed Income Solutions For Banks
Access accurate and reliable fixed income analysis, portfolio reporting, and risk management with FactSet’s Fixed Income Manager.
FactSet’s connections with Sungard’s Bancware suite of risk and performance measurement solutions allow you to access a broad universe of fixed income securities and derivatives on one platform.
FactSet has long standing, strong integration with asset liability management software. Fixed Income Manager’s analytics provide information on cash bonds and your expected profits.
Customize reports and easily import your portfolios. Access complete coverage of all security types and structured products. Perform comprehensive valuation and risk analysis. Link directly to security databases from the highest quality information providers in the industry.
FactSet provides the accuracy and consistency you need for fixed income portfolio management.
Key Features:
- Option Adjusted Analytics: OAS, TRR, and more
- Regulatory reporting
- Scenario analysis
- Risk reporting including partial durations and VaR
- Performance attribution
- Cash flow projections
- Book value simulations
- What-if analysis
Solutions:
- Access comprehensive analytics and portfolio analysis across all fixed income asset classes with a special emphasis on structured products: OAS, OAD, OAC and TRR
- Simulate and stress a portfolio under a variety of market conditions
- Include accurate cash flow and book value projections for income reporting
- Leverage a complete set of risk management reporting tools
- Handle large portfolios and quickly calculate results
