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FIXED INCOME

Gain unique insight into your fixed-income portfolio management process.

MASTER YOUR FIXED-INCOME WORKFLOW WITH INDUSTRY-LEADING PORTFOLIO ANALYTICS AND EXPANSIVE COVERAGE

Understand the characteristics, exposure, performance, attribution, and risk of your global fixed-income portfolio with FactSet’s flexible, industry-leading solution for portfolio analysis. With coverage for over 10 million unique fixed-income instruments and derivative products across the globe, FactSet offers all the data critical to the fixed-income market, including yield curves, ratings, terms & conditions, pricing, and economics. Whether your strategy is investment-grade corporate, high yield, emerging market credit, structured credit, municipals, and/or syndicated bank loans, FactSet offers a unique insight for your portfolio management process.

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Fixed Income
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    Access robust fixed income and derivatives coverage.

    Gain access to the security types, benchmarks, and market data you need. FactSet’s comprehensive solution includes global asset coverage for fixed-income, equity, derivatives, currency, and commodity markets. From global corporate bonds, sovereign debt, and securitized products, to exchange-traded and over-the-counter derivatives, U.S. tax-exempt municipal bonds, and U.S. and European bank loans, FactSet has the terms, reference, and pricing data to fulfill your investment workflow.

     

    Robust Coverage

    IMPROVE YOUR FIXED INCOME ATTRIBUTION ANALYSIS

    Download our eBook, Demystifying Fixed Income Attribution, One Strategy at a Time, to get a variety of fixed-income strategies you can use to improve attribution analysis, including core investment grade, high yield, emerging markets, liability-driven investment (LDI), and multi-asset. 

    Perform Strategic and Tactical Global Market Research

    Analyze the global fixed-income market.

    Access more than 300 fixed-income calculations, including effective and partial durationsas well as convexities, spreads, and yieldswith the ability to access point-in-time and time series data with as much history as required. FactSet’s broad terms and conditions coverage, third-party pricing, and proprietary bond calculation engine incorporate our proprietary prepayment and option-adjusted spread models.

    Global Market Analysis
    Integrate holdings, benchmarks, and proprietary data.

    Integrate holdings, benchmarks, and proprietary data.

    Combine your proprietary holdings with FactSet content and data from other industry-leading sources, including rating agencies, extensive constituent-level benchmarks, and global exchange indices. Gain turnkey access to major benchmark indices, including Bloomberg Barclays, ICE BoA ML, J.P. Morgan, FTSE, S&P, HSBC, CBI, and other regional indices for global and local coverage across all markets. Build custom and blended benchmarks using index- and company-level information from multiple families and asset classes. Integrate your holdings and transactions directly to FactSet through a secure nightly upload from your accounting system, custodian, or internal data warehouse.

    Seamless Data Integration
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    Evaluate risk and future market changes.

    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, including Tracking Error Volatility (TEV), Marginal TEV, and factor contributions to TEV, as well as Value at Risk and Expected Tail Loss. Uncover how future market environments will impact your portfolio by defining scenarios, future yield curve term structures, and spread levels over any time horizon.
    Risk Analysis
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    Examine attribution and performance.

    Tailor absolute and benchmark-relative attribution models and conduct attribution analysis for fixed-income and multi-asset class portfolios. Perform granular analysis by decomposing a bond’s total return into core elements including price, coupon, paydown, and currency with the option to further decompose price. Measure the excess return of portfolio securities over equivalent government bonds. Perform attribution analysis that compliments your investment philosophy and strategy with a flexible attribution model that allows you to choose from a variety of factors including shift, twist, income, spread, carry, inflation, paydown, and currency. Thoroughly capture credit risk by measuring spread changes on a relative basis with DTS attribution effects.

    Attribution and Performance
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    Reduce the burden of portfolio data management.

    Ensure consistent, accurate, and timely processing of portfolio- and security-level positions, analytics, risk, and returns with FactSet’s innovative Portfolio Services. Empower your team to focus on high-impact tasks when you rely on FactSet for the resource-intensive operation of integrating, reconciling, and standardizing data across your enterprise. Track your data workflows, monitor internal data checks, and communicate data concerns directly to your Portfolio Services support team.

    Portfolio Data Management

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    The best way to understand what makes FactSet different is to see it for yourself. We've worked with investment professionals for 40 years, so we understand your workflow and know precisely how to help. Talk to us about your challenges, and we’ll help you design the most effective solutions for your firm with everything you need — and not what you don’t.

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