Fixed Income AnalyticsBuild and manage differentiated fixed income portfolios.
Analytics for the full investment process
Power decision making with high-quality data and analytics enabling front- and middle-office teams to collaborate efficiently to support fixed-income strategies. Our analytics covers a broad range of fixed income instruments and delivers insights directly into your existing workflow.
Build more resilient fixed-income portfolios with our single-security analytics, risk models, rebalancing and portfolio optimization tools.
Gain a panoramic view of risk with insights delivered with speed to guide decision making across fixed-income classes and levels of granularity.
Leverage sophisticated performance-attribution capabilities to analyze diverse debt holdings, including distressed and defaulted debt.
Build client reports with simpler communication of key exposures and the appropriate level of granularity.
Extensive sector coverage
Our integrated models cover all fixed-income asset classes and offer different levels of granularity empowering risk and investment teams to make better investment decisions. Select from a broad range of risk, performance and portfolio-management analytics developed in collaboration with leading third-party data providers.1
1 million+
Mortgage-backed securities including proprietary prepayment model for Agency MBS
700k+
Active corporate and sovereign bonds with 9,000+ issuer level spread curves
1 million+
Active municipal bonds including dedicated implied volatility factors
25k+
Active syndicated bank loans including proprietary prepayment estimations
Easily access and integrate fixed income content
Access Fixed Income Analytics directly within your Order Management System (OMS) through our partnerships such as Charles River Development.
We deliver standardized and custom reports – produced and managed by us – in PDF, Excel, CSV, XML and other formats for thousands of portfolios.
Modern APIs provide direct, intraday access to MSCI’s data and calculation engines, maximizing speed and efficiency.
Fast track your systematic strategy
The rise of electronic and portfolio trading in credit has boosted liquidity and decreased transaction costs, empowering credit managers to adopt systematic approaches. Leverage a combination of fixed income and equity tools to pursue your objectives.
Fixed Income Factor Model and Exposures
Analyze key drivers of fixed income risk and return.
Mispricing Spread Data
Evaluate securities for potential mispricing opportunities.
Probability of Default Model
Get an additional view of issuer creditworthiness.
MSCI Optimizer
Simulate your investment process to better inform your asset allocation strategy decisions.
Corporate and Sovereign Issuer Curves
See an issuer’s bonds and use spread curves as input into proprietary systematic or factor strategies.
Bond Liquidity Measure
Find liquid bonds that are less frequently traded.
MSCI Factor Lab
Supports fixed income strategies using signals from the equity markets.
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Research and resources
Fixed Income Analytics
Covering a broad range of instruments delivered directly into your workflow.
Corporate and Sovereign Issuer Curves
Use curves designed for a granular, consistent view of credit.
1 All data as of July 2024.