Fixed Income Analysis

Intrinsic’s BondViewer module, powered by analytics from Andrew Kalotay Associates, is designed for front, middle and back office use, providing transparency and analytics on over 230,000 U.S corporate and 2.6 million municipal bonds. Mergent’s industry leading terms and conditions, pricing, ratings history and bond analytics represent some of the robust data available for each bond.  Combined with Intrinsic's capital structure details, fundamental data, and corporate reference data, BondViewer provides unparalleled capabilities for company, single security and portfolio-based analysis.

 

Bond Level Details

  • Analyze a company’s historical growth rate within Intrinsic Research or download the data for internal models
  • Monitor corporate growth patterns and capital structure on a quarterly basis
  • Examine risk by reviewing a firm’s debt capital structure on a quarterly basis
  • View credit rating history including full schedules from major agencies, and analyze entity ownership to capture total credit risk exposure

 

Detailed Fundamentals & Corporate Reference Data

  • View issue and issuer level terms and conditions and Kalotay Analytics (OAS, spreads, yields, risk measures, scenario analysis)
  • Manage entity data, including people intelligence, ownerships, M&A data, filings, new issuance, and news
  • Run single and multiple bond analytics for pre-trade issue selection, managing duration and credit risk
  • Perform "what-if" scenario analysis using historical yield curves, manual assumptions, and/or parallel shifts
  • Create custom bond reports selecting from over 40 data fields including issue, issuer, ratings and coupon details

 

 

Fixed income

 

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