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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

Today’s Fixed Income Challenges

Our broad array of fixed income data, models and analytics provide relevant solutions to help manage today’s most complex challenges:

Lack of transparency and efficiency in the fixed income asset class
Managing sources of risk across the organization
Navigating complex and evolving regulatory requirements
Harnessing and evaluating data
Managing investment quality and investment differentiation

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.

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.

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.

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

 


Fixed Income Indexes: Innovation in Factors and ESG

 

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.

Fixed Income factor logo

 


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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