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FactSet Fixed-Income Portfolio Analysis

Solution by FactSet

Added to Marketplace: November 3, 2021

Overview

Access robust fixed-income and derivatives coverage, including global corporate bonds, sovereign debt, securitized products, derivatives, and bank loans. Access more than 300 calculations and leverage broad terms and conditions coverage, client provided & third-party pricing, and a proprietary bond calculation engine. Each analytical data point and return metric is run through a nightly quality assurance process via FactSet's Portfolio Services to ensure data quality and completeness.

Combine your proprietary holdings with FactSet content and data from rating agencies, constituent-level benchmarks, and global-exchange indices. Build custom and blended benchmarks using index- and company-level information from multiple families and asset classes.

Run projected cashflow alongside interest rate and spread scenario shocks to understand portfolio risks. Decompose the absolute and relative ex-ante risk of your portfolio, including factor contributions, stress testing, and extreme event analysis. Identify portfolio vulnerabilities and examine drivers of risk at the asset and portfolio levels. Leverage various calculations for a holistic view of ex-ante risk and uncover how future market scenarios will impact your portfolio.

Solution Coverage

Solution Details

Understand the characteristics, exposure, performance, attribution, and risk of a global fixed-income portfolio with FactSet’s flexible, industry-leading solution for portfolio analysis.

Firm Information

FactSet creates data and technology solutions for investment professionals around the world, providing instant access to financial data and analytics that investors use to make crucial decisions. We combine our unique proprietary datasets, your in-house data, and third-party unstructured data to help you see and seize opportunity sooner.

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