Yield Book: our solutions

Comprehensive single security analytics

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Access extensive single security analytics across more than 10 million natively supported instruments, utilizing Yield Book's powerful suite of fixed income analytics to help you deliver differentiated results. The platform’s flexible, open architecture allows for a wide range of custom inputs, including user-defined securities, yield curves and calculation options.

Leverage market-leading mortgage capabilities to generate sophisticated analytics for your securitized universe. The extensive platform functionality allows for meticulous detail of calculations, including cutting edge prepayment model settings, cohort-building and P&L attribution as well as tracking of model performance against the market.

Advanced mortgage capabilities

Dynamic historical analytics

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Utilize over 10 years of historically validated analytical libraries and accompanying Yield Book datasets to backfill incomplete fixed income risk analytics records, enrich databases for listed and OTC products, and align calculations across multiple data and index providers.

Aggregate single security analytics for a comprehensive portfolio overview and evaluate past performance, calculate point-in-time portfolio risk characteristics and cash flows, and consider projected behavior through scenario analysis, tracking error and VaR reports.

Accurate portfolio analysis

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Robust integration and automation solutions

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Integrate the power of Yield Book’s analytics into your own individual data and analytics ecosystems, creating bespoke schedules for calculations and reporting through products such as the API and Batch-on-Demand service to meet critical business intelligence and regulatory deadlines.

Compare and visualize index characteristics and performance across markets by accessing constituent-level data and analytics for the wide range of FTSE Russell indexes. Construct and analyze custom benchmarks and composites that meet the most complex portfolio mandates, and back-test performances and characteristics of various custom benchmark iterations over extensive historical periods.

Bespoke benchmarks & index analytics

Climate and ESG risks in sovereign markets

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The combination of Beyond Rating’s market leading climate and ESG data with Yield Book’s trusted fixed income analytics provide clients with a flexible and authoritative source for climate solutions in sovereign markets.

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