Yield Book Analytics

Empowering financial markets with the best-in-class models, robust analytics and related services.

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Industry wide analytics solution
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As a trusted and authoritative source of fixed income analytics for more than 30 years, Yield Book offers an expanded set of capabilities that include market-leading data and cashflows modelling for in-depth security and portfolio analysis ranging from vanilla bonds to highly structured mortgages and complex derivatives for clients to comprehensively address their requirements.

Yield Book is a single source solution for Fixed Income Analytics, FIMA Indexes and Pricing and Reference Services

Single source solution
Sophisticated analytics
Differentiating insights
Unrivalled flexibility
Regulatory alignment

Get access to the “golden source” of fixed income data, prices, indices and analytics driven by LSEG's Pricing and Reference data that underpins the construction of FTSE Russell indices.

Discover deeper insights and construct profitable investment strategies using Yield Book’s extensive security-level price and analytical history, complex modelling and back-testing capabilities.

Employing the latest techniques in cloud architecture and advances in data science to build analytics, Yield Book provides you with a unique opportunity to refine analytical insights and deliver differentiated results.

Leverage opportunities to refine analytics sets, including custom data, curve assumptions and scenarios. Get access to ‘out of the box’ analytics with market aligned standard assumptions to create a truly bespoke solution.

Independently assess risk as part of your regulatory risk submissions, supported by Yield Book, and effectively implement regulatory changes into your workflows.

Our market-leading models, derived analytics solutions and AI-powered workflows enable buy-side and sell-side customers to stay ahead of the competition. Our clients can access analytical solutions across the breadth of their business requirements, including:

Scenario aligned cashflows
Real-time user-specified parameters, such as curves
Derived analytics solutions, such as SRI / FRTB analytics

Our solutions are underpinned by comprehensive asset class coverage and sophisticated market leading models, supported by world-class expertise in global financial markets.

A visual representation showing the types of Derivatives: Futures, Options, Swaps, Forwards, Interest Rate Derivates, Credit Derivatives and categories of Fixed income products: Asset-Backed Securities, Municipals, Mortgages, Structure Notes, Corporate, Government

Risk management

Identifying interest rates and credit risks at company and portfolio-level swiftly are paramount to strong financial performance. Yield Book’s data and models can help you meet regulatory requirements, create bespoke scenario analysis and complete extensive calculations in a tight window.

Portfolio management

Effectiveness of your investment strategies comes down to your ability to make decisions confidently amid the twin pressures of complex investment processes and analysing massive datasets. Yield Book’s sophisticated and powerful analytics can provide deep insights into your investment strategy and deploy them effectively and efficiently.

Trading

Inadequate pre-trade due diligence, mismatched hedging and inaccurate analytics can result in unanticipated risk and inferior performance. Yield Book is a one-stop solution for cash flow engine, term structure models and prepayment/default models that enable accurate pre-trade and post-trade analysis.

Technology professional

Technology is crucial to your daily workflow but lagging performance and inflexibility can leave you with inadequate calculation, customisation and reporting capabilities. Yield Book’s highly customisable and scalable calculation engine allows for overnight risk reporting and provides clarity at the start of every trading day.

Back office

Smooth operation of the back-office - the engine room of any financial services organisation - aids in strong revenue generation, risk reduction and regulatory compliance. With Yield Book’s accurate and consistent data for front, middle and back office, you can finish calculations in a short time and customise the calculations and reporting.