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Monitor portfolios with debt instruments in Analytics+

In Analytics+ we have two views for you to monitor portfolios with Debt instruments.

Bond Analysis

This view shows fundamental data for portfolios with Debt instruments


Duration Matrix

This view is included when downloading additional package for Key rate Durations. This will allow Portfolio Managers to get a more detailed market risk view of Fixed Income Portfolios.

It shows the distribution of risk expressed as contribution to total Modified Duration from Time Buckets. This is often referred to as Key rate durations. It is described in this article.

The Duration contribution columns are based on data populated in Security key figures. These key figures can be obtained from data vendor like Bloomberg.

If you have Bloomberg Market Data configured they can be fetched from Security view <Update security data: Bloomberg>. For more information, see Data mappings and