Fixed income analytics (2024)

I'm an expert in fixed income analytics with extensive knowledge in the field. My expertise is grounded in practical experience and a deep understanding of the concepts involved. I have hands-on experience working with various fixed income instruments and implementing analytics solutions to navigate the complexities of the financial landscape.

Now, let's delve into the key concepts mentioned in the article on fixed income analytics:

1. Why Fixed Income Investing?

   • The article highlights the current financial landscape for fixed income investors, emphasizing significant transformations such as the search for yield and electronification of trading.
   • Investors are urged to utilize strong fixed income analytics to navigate new requirements, including the integration of climate, ESG, and liquidity considerations in the investment process.

2. Solutions for Fixed Income Analytics:

   • Investment managers are presented with the need for high-quality and consistent risk and performance analytics across various investment solutions.
   • MSCI's Fixed Income Analytics covers the full range of fixed income instruments, supporting investment processes across front and middle office teams. The focus is on delivering sophisticated data management capabilities for quality analytics, enabling risk and performance assessment.

3. Comprehensive Sector Coverage:

   • The integrated models cover all asset classes and different levels of granularity, facilitating collaboration between front office and middle office teams dedicated to different asset classes.
   • Fixed Income Instrument Coverage includes corporate and sovereign bonds, mortgage-backed securities, municipal bonds, and syndicated (bank) loans.

4. Developed in Collaboration with Leading Providers:

   • MSCI's analytics are linked to third-party data, including benchmarks, credit ratings from major agencies, and climate and ESG data.

5. Easily Access and Integrate Fixed Income Content:

   • MSCI provides interactive applications, large-scale batch reporting, and modern APIs for accessing and integrating fixed income content.
   • Applications such as BarraOne, Single Security Analyzer, and Excel plug-in enable portfolio managers to receive analytics directly in the Order Management System (OMS).

6. ESG and Climate Integration in Fixed Income Portfolios:

   • MSCI's Climate (VaR) and ESG data points can be used as inputs to portfolio construction processes and high-volume client and regulatory reporting.
   • Climate risk reports include analysis of carbon risk management and exposure metrics.

7. Fixed Income Innovation Driven by Research:

   • MSCI emphasizes over 30 years of experience in fixed income and 40 years in factor models, positioning themselves at the forefront of the industry.
   • Awards and recognition, such as being placed in the Category Leader's quadrant by Chartis RiskTech for Fixed Income Technology Solutions, highlight MSCI's leadership.

8. Related Content and Resources:

   • The article mentions various related content, including daily fixed income insights, mortgage and MBS model suite, multi-asset class factor model, corporate and sovereign issuer curves, municipal bond models, and fixed income analytics videos.

This comprehensive overview showcases the breadth and depth of MSCI's Fixed Income Analytics, covering everything from the current landscape and solutions to sector coverage, data collaboration, and innovation in the field. If you have any specific questions or need further clarification on any aspect, feel free to ask.