The ability to efficiently project portfolio and security cash flows and returns under multiple interest rate environments is essential for effective risk management.
The cash flow and scenario analysis capabilities in ICE Portfolio Analytics - Bonds can quickly project cash flows, total returns, unrealized gain/losses, prices, durations and other key analytics which invoke ICE’s proprietary term structure and prepayment models for over 2.8 million securities.
Analyze holdings at a single security or portfolio levels. Choose from a library of portfolio management workflow tools for a customized workstation.
The Financial Industry Regulatory Authority recently amended its Trade Reporting and Compliance Engine (TRACE) disclosure rules so market participants could reliably identify portfolio trades. Now, after one week of portfolio trades, the ICE team makes some early observations.
Analyze holdings at a single security or portfolio levels. Choose from a library of portfolio management workflow tools for a customized workstation.
The Financial Industry Regulatory Authority recently amended its Trade Reporting and Compliance Engine (TRACE) disclosure rules so market participants could reliably identify portfolio trades. Now, after one week of portfolio trades, the ICE team makes some early observations.