Why Fixed Income Investing?

Why stronger fixed income analytics matter?

Today’s financial landscape for fixed income investors is marked by significant transformations such as increasing search for yield and electronification of trading. Investors need strong fixed income analytics to navigate new requirements such as:

  • Integration of climate, ESG and liquidity considerations in the investment process
  • Established investment processes which steadily generate alpha leveraging systematic approaches
  • Deeper understanding of risk and performance of riskier assets

Moreover, many institutional investors are navigating an increasingly competitive market marked by growing consolidation activity. Fee pressure and margin compressions continue to demand greater operational efficiency from investment managers. MSCI’s fixed income analytics helps investment managers to operate more efficiently, providing sophisticated data management capabilities to deliver quality analytics consistently on schedule and enabling risk and performance across all fixed income asset classes and different levels of granularity.


Solutions for Fixed Income Analytics

Solutions for fixed income analytics

Investment managers need high-quality and consistent risk and performance analytics across the complete range of their investment solutions that easily integrates with their existing workflows and infrastructure to support the full investment process.

MSCI Fixed Income Analytics covers the full range of fixed income instruments, designed to support your investment process across your front and middle office teams, and delivered directly into your existing workflow.

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Analytics for the Full Investment Process with icons

Analytics for the full investment process

Design

1. Design

Active and passive fixed income portfolio construction using proven single security analytics, risk models and portfolio optimization capabilities.

Monitor

2. Monitor

Understand and monitor portfolio performance using an industry-leading performance attribution model.

Analyze

3. Analyze

Award-winning risk analytics powered by single security analytics, high-quality data and an extensive stress test library.

Rebalance

4. Rebalance

Preliminary fixed income indexes and incorporation of transaction costs in portfolio construction and optimization.

Execute

5. Execute

Partnership with OMS providers; easily export recommended trade list.

Communicate

6. Communicate

Client reports and simplified communication of key exposures with the appropriate level of granularity.

 


Sector Coverage for Your Front and Middle Office

Comprehensive sector coverage to power the front and middle office

Our integrated models, covering all asset classes and different levels of granularity, facilitates both collaboration between front office and middle office teams dedicated to different asset classes, and client communication.


Comprehensive Sector Coverage to Power the Front and Middle Office

Comprehensive sector coverage to power the front and middle office

Our integrated models, covering all asset classes and different levels of granularity, facilitates both collaboration between front office and middle office teams dedicated to different asset classes, and client communication.

  • Fixed Income Instrument Coverage

    • Corporate and sovereign bonds including 9,000+ issuer-level spread curves (700K+ active)
    • Mortgage-backed securities including prepayment model for Agency MBS (1M+ active securities)
    • Municipal bonds including dedicated implied volatility factors (1M+ active)
    • Syndicated (bank) loans including proprietary prepayment estimations (25K+ active)
  • Developed in Collaboration with Leading Providers

    MSCI’s fixed income models, covering all asset classes and different levels of granularity, have been developed in collaboration with leading data providers including Intex, ICE, IHS Markit and Refinitiv
  • Linked to 3rd Party Data

    • 60K+ benchmarks (reconciled daily to 1bp)
    • Credit ratings from major rating agencies
    • MSCI climate and ESG data

Easily Access and Integrate Fixed Income Content

Easily access and integrate fixed income content

  • Interactive applications

    MSCI applications, including BarraOne, Single Security Analyzer and Excel plug-in, enable portfolio managers to receive fixed income analytics directly in the Order Management System (OMS) through our partnerships with Charles River Development and IHS Markit.

  • Large-scale Batch Reporting

    We deliver clients MSCI managed production of standardized and custom reports in PDF, Excel, CSV, XML and other formats for thousands of portfolios.

  • APIs

    Modern APIs maximize speed of delivery with direct, intraday access to MSCI’s data and calculation engines.


ESG and Climate Integration in Fixed Income Portfolios

ESG and climate integration in fixed income portfolios

MSCI’s Climate (VaR) and ESG data points can be used as inputs to your portfolio construction process as well as high volume client and regulatory reporting. Our climate risk reports include analysis of an extensive set of carbon risk management and exposure metrics, sourced from sophisticated in-house research and climate models.


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Fixed Income Indexes

Fixed Income Indexes

Our fixed income indexes are built using the same Single Security Analytics as provided to clients.

Fixed Income Innovation Driven by Research

Fixed Income Innovation Driven by Research

With over 30 years of experience in fixed income and 40 years in factor models our veterans of the market are constantly at the forefront of the industry.

Awards and recognition

Awards and Recognition

The Chartis RiskTech Fixed Income Technology Solutions research has placed MSCI in the Category Leader’s quadrant, highlighting MSCI’s Fixed Income leadership.

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