Monitor portfolios with debt instruments in Analytics+
Analytics+ features two views to monitor portfolios with debt instruments.
Bond Analysis
This view shows key data for portfolios with bonds:
Market value
Yield till maturity
Duration
Accrued interest
Paid interest
Duration, Yield to maturity and Convexity are calculated up to the date specified in the system settings. This can be the analysis date or the analysis date adjusted with the settlement period. To learn more, see Preference - Administration.
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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.
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 Bloomberg debt instruments updates.
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