Fixed Income Portfolio Analytics

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Fixed Income: A Complex and Evolving Asset Class

From an overwhelming amount of data, increased regulatory demands to managing sources of risk, today’s fixed income manager needs powerful analytics to help them gain actionable insights to build, implement and measure better portfolios.

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Solutions for Fixed Income Challenges

Hear from Our Fixed Income Experts

Today’s Fixed Income Challenges - bullet points

Fixed Income solution tabs

Fixed Income Solutions

With MSCI, you have access to risk and performance analytics backed by over 30 years of experience in fixed income. We provide a common language for fixed income investing to help investors navigate market risk and return across asset classes. Connecting the back office to front office, CIO to analyst, our single security fixed income analytics, flexible reporting options, data management services and portfolio risk management solutions are designed to help you stay ahead of regulatory requirements and your portfolio management needs. Our flexible fixed income solutions are designed to enhance the investment process, not replace it. This allows clients to differentiate their products and strategies in a competitive marketplace. We facilitate transparency and innovation to help you build, implement and measure better fixed income portfolios.

Tools and solutions to help build and manage better portfolios.

	Fixed Income Factor Model The MSCI Fixed Income Factor Model (FI400) is our fourth-generation fixed income factor model suite, supporting investment decisions by providing clarity into portfolio construction, asset allocation and key fixed income exposures.
	Agency Fixed Rate Prepayment Model Our Agency Fixed Rate Prepayment Model identifies key drivers of performance across multiple mortgage collateral segments using a model that leverages granular inputs to deliver a greater level of insight.
	Fixed Income Portfolio Optimization Use Barra Optimizer to build portfolios that achieve an optimal combination of predicted risk and return, subject to constraints and investment objectives. Efficiently rebalance or construct a large number of portfolios in a single rebalance cycle.
	Single Security Analytics MSCI’s Single Security Analytics solution provides security level statistics computed using best practice modeling defined by the MSCI Pricing and Model Validation Research team. Over 100 pricing models, including loans, mortgages and convertibles Coverage across all sectors

Data
High quality data fuels our analytics. We follow a rigorous data management process to acquire, normalize and integrate market data into our fixed income analytics. Our flexible approach allows us to easily get data into and out of a client platform.

Risk Management
Our risk management solutions offer powerful multi-asset class analytics that covers various types of risk, exposure, sensitivities and stress testing analysis.

Market risk and stress testing
Liquidity risk
Counterparty credit risk

Sophisticated tools for consolidating and comparing risk and opportunities across an entire credit business -- including bonds, credit derivatives and traditional retail exposures.

Regulatory Solutions
We provide data, risk analytics and regulatory reporting solutions designed to facilitate compliance with the analytical aspects of financial regulations.

Tools and solutions to help implement better portfolios.

Fixed Income Portfolio Optimization
Use Barra Optimizer to build portfolios that achieve an optimal combination of predicted risk and return, subject to constraints and investment objectives. Efficiently rebalance or construct a large number of portfolios in a single rebalance cycle.

Risk Management
Our risk management solutions offer powerful multi-asset class analytics that covers various types of risk, exposure, sensitivities and stress testing analysis.

Market risk and stress testing
Liquidity risk
Counterparty credit risk

Sophisticated tools for consolidating and comparing risk and opportunities across an entire credit business -- including bonds, credit derivatives and traditional retail exposures.

Regulatory Solutions
We provide data, risk analytics and regulatory reporting solutions designed to facilitate compliance with the analytical aspects of financial regulations.

Tools and solutions to help you better measure performance.

	Performance Attribution We offer a suite of performance attribution models to analyze the sources of portfolio performance on an absolute or relative basis. Our tools are multi-asset class and multi-currency, and we collect market and asset data daily. A streamlined workflow makes attribution reporting intuitive and efficient.
	Reporting Solutions Our reporting services provides increased transparency, improved accuracy, and efficiency to help demonstrate value, strengthen client relationships and comply with regulatory requirements. Our solutions include standard, custom, regulatory, ESG and liquidity reporting.
	Risk Management Our risk management solutions offer powerful multi-asset class analytics that covers various types of risk, exposure, sensitivities and stress testing analysis. Market risk and stress testing Liquidity risk Counterparty credit risk Sophisticated tools for consolidating and comparing risk and opportunities across an entire credit business -- including bonds, credit derivatives and traditional retail exposures.
	Regulatory Solutions We provide data, risk analytics and regulatory reporting solutions designed to facilitate compliance with the analytical aspects of financial regulations.

Comprehensive Fixed Income coverage - table

Comprehensive Fixed Income Coverage

MSCI’s broad fixed income coverage and high-quality data enable to you to manage your entire fixed income portfolio. We cover all fixed income instruments across markets and regions including securitized products, instrument specific models and exotic fixed income instruments including:

Agency fixed rate securitized products
Syndicated (bank) loans
Contingent convertible bonds

Our fixed income model combines detailed representation of individual fixed income markets and sectors integrated into a global, multi-asset class framework. Together, these components provide tools to drive more informed investment decisions and client interactions, a necessity in the implementation and management of complex fixed income strategies.

Broad Coverage	Industry Leading Curves	Data
100K+ constituent- level benchmarks 225K+ benchmarks processed from more than 50 vendors 4K+ equity and fixed income ETFs (look-thru) Reference data for more than 15m assets 20+ IR cap vol series 220+ swaption vol series	Curated, research-quality global curves, rates, and prices Benchmark curves 100+ government 230+ inflation 70+ swap Issuer and Sector curves 9K+ issuer curves 450+ sector/rating curves Bank loan 250+ issuer curves 130+ regional/sector curves CDS 9,800+ issuer 670+ sector curves in 12 sectors	16M+ corporate instruments 10M+ securitized products 6M+ municipal bonds 1.5M+ government and agency bonds 19K+ benchmarks, reconciled daily to 1bps

Broad Coverage

Industry Leading Curves

Data

100K+ constituent- level benchmarks
225K+ benchmarks processed from more than 50 vendors
4K+ equity and fixed income ETFs (look-thru)
Reference data for more than 15m assets
20+ IR cap vol series
220+ swaption vol series

Curated, research-quality global curves, rates, and prices

Benchmark curves

100+ government
230+ inflation
70+ swap

Issuer and Sector curves

9K+ issuer curves
450+ sector/rating curves

Bank loan

250+ issuer curves
130+ regional/sector curves

CDS

9,800+ issuer
670+ sector curves in 12 sectors

16M+ corporate instruments
10M+ securitized products
6M+ municipal bonds
1.5M+ government and agency bonds
19K+ benchmarks, reconciled daily to 1bps

Fixed Income Indexes: Innovation in Factors and ESG

Building on our Factor and ESG research and innovation, MSCI delivers next-generation fixed income indexes incorporating Factors and ESG, providing access and transparency to cutting edge fixed income solutions. We bring our market-leading index construction and state-of-the-art data capabilities together to deliver fixed income index solutions.

MSCI Research Driving Fixed Income Innovation

Fixed Income Innovation Driven by Research

Renowned experts in rates, single security analytics, factor models, and performance attribution, our global research team is comprised of over 200 researchers from around the globe. With over 30 years of experience in fixed income and 40 years in factor models our veterans of the market are constantly on the forefront of the industry.

Hear from Our Fixed Income Experts

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