Single Security Analytics See risk and return more clearly with security-level insights.
Get transparency across fixed income assets
Capture borrower behavior and collateral dynamics to model prepayment risk in agency and non-agency mortgage-backed securities (MBS) with greater precision and insight.
Use configurable call logic and market-aligned assumptions to evaluate long-end duration and OAS in municipal bonds.
Model structural frictions and behavioral call features to produce more stable and realistic duration and spread estimates.
Separate spread and recovery components to analyze distressed credit with more clarity, supporting sharper selection and risk evaluation.
Capture borrower behavior using calibrated prepayment models that adjust dynamically with market and idiosyncratic loan-level trends.
Quickly assess pre-issuance bonds by uploading dealer provided files or information. See key analytics instantly without waiting for full reference data.
Delivering precision, speed and transparency
Turn complex bond structures into clear, actionable insights with timely, responsive analytics and configurable model inputs.
Robust stress testing
Run historical and custom stress scenarios to assess security-level risk across credit, rates and prepayment shocks.
Faster insights
Access analytics quickly across instruments without waiting for batches or reference data to be available.
Transparent risk modeling
Better understand assumptions and calculations behind analytics for improved validation and internal alignment.
Scalable across workflows
Run single-bond analysis or scale to thousands via UI, Excel or API — built to match how your team works.
Frequently asked questions
Trusted. Tested. Evolving.
With decades of experience and client relationship, MSCI brings scalable analytics to modern fixed income workflows.
Foundation
Over 50 years shaping analytics, extended to fixed income for over 15 years.
Client centric
Models built and refined in collaboration with clients.
Deep asset coverage
Purpose-built models designed to capture the unique risks, behaviors and valuation drivers across key fixed income asset classes.
Evaluate agency and non-agency MBS with models that incorporate prepayment behavior, collateral structure and optionality. Run pre-issuance analytics using CDI files for faster, more informed deal assessment.
Resources and research
RMBS in Midsummer: Spreads, Risks and Relative Value
Amid the White House’s new set of deadlines for trade negotiations — and potential trade-related volatilities — which factors may drive U.S. RMBS performance?
Your Corporate-Bond Duration May Be Longer than You Think
Market-standard measures of duration are widely used as a basis for investment decisions in corporate-bond portfolios. These measures can be misleading, however.
Smarter Fixed Income Decisions Start with Better Security-Level Analytics
In this webinar, MSCI experts do a deep dive and a live demo of MSCI’s Single Security Analytics solution, designed specifically for portfolio managers and risk teams.
Looking for a demo?Request one now.
