Yield Book: products and services

Yield Book Structuring Tool (CRT)

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The Structuring Tool for Credit Risk Transfer (CRT) builds on Yield Book’s 30-year legacy of analyzing residential mortgage-backed securities (RMBS). With this application, Yield Book introduces a framework for analyzing and valuing Agency CRT deals within our product suite. Utilizing the best-in-class analytics capability, the Yield Book Structuring Tool for CRT is an application designed for traders who want to structure newly Credit Risk Transfer (CRT) deals in the primary market. With this application, clients can construct CRT deals in addition to Agency deals through the Yield Book Structuring Tool.

Yield Book Add-In delivers the power of our fixed income models directly inside the Microsoft Excel® spreadsheet environment. Users can customize templates to perform complex calculations from risk measures, scenario and cash flow analysis and return attribution to historical analysis at the individual security, sector, portfolio and benchmark-level. This flexibility allows for user-defined inputs and customized analytic outputs.

Yield Book Add-In

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Yield Book API

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Yield Book API provides access to our trusted data and analytics from within your custom applications by sharing information directly with our servers over a secure internet connection using the XML format. The flexible API technology is used globally by buy- and sell-side institutions and can be leveraged to automate fixed income analytic processes to ensure business critical deadlines are met.

Yield Book Classic, our original user interface, offers the capacity for large scale single security, portfolio and benchmark calculations in a web-based application. Robust batch scripting and batch-on-demand production tools allow for automated large-scale calculations and enable integration of Yield Book analytics into other in-house applications. Users can speed up calculations by leveraging boost licenses to ensure business-critical deadlines are met.

Yield Book Classic

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Yield Book Calculator

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Yield Book Calculator facilitates fast and efficient analysis of single securities using Yield Book’s trusted models and analytics. Examine bond characteristics and risk measures, run scenario analysis, and view projected cash flows and historical trends, all with this easy-to-use tool. Users can review the results in a presentation-ready format or export them for further analysis.

Yield Book Q is a robust index solutions tool designed to meet the needs of asset owners, asset managers, ETF providers, and investment consultants. The powerful, intuitive interface enables users to quickly research and analyze index ideas and back-test potential new indexes over extensive historical periods. The platform offers a comprehensive index repository, a wealth of customization features,and speed-to-market capabilities to create indexes that meet the most complex portfolio mandates through the FTSE Russell index team.

Yield Book Q | Index

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Consulting services

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The Yield Book Consulting Team works collaboratively with you to create customized solutions for your functional and strategic requirements. Ranging from tailor-made risk analysis, customized reporting and efficient data delivery to custom index creation through FTSE Russell's index team, the consulting team combines fixed income expertise with analytics know-how and an in-depth understanding of The Yield Book to serve both our buy- and sell-side clients looking for optimized solutions.

We are dedicated to working with third-parties that provide services to institutional investment professionals. Engagements begin with assessment and understanding of your requirements, followed by a highly collaborative approach to design solutions to integrate Yield Book analytics into your product offerings.

Integrated solutions

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Yield Book Loan Collateral Analyzer

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Leveraging Yield Book’s extensive mortgage database, the Loan Collateral Analyzer provides a solution to create dynamic and custom stratifications of loans or pools on groups of Agency Pools, Collateralized Mortgage Obligations, and Yield Book CMO Cohorts.

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