Bloomberg Analytics and Portfolio Tools...37 The data included in these materials are for...
37
Bloomberg Analytics and Portfolio Tools Las Vegas, NV March 21, 2018
Transcript of Bloomberg Analytics and Portfolio Tools...37 The data included in these materials are for...
Bloomberg Analytics
and Portfolio Tools
Las Vegas, NV
March 21, 2018
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Market Introduction: Rates and Credit Environment
Quantifying Interest Rate and Credit Risks
Evaluation of Fixed Income Product Offerings
Portfolio Risk Analytics
Agenda:
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ECO <GO> Economic Releases
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G <GO> - Historical Perspective FF vs CPI
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G <GO> - Recent Perspective FF vs CPI?
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WIRP <GO> Most Likely Rate Path
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WIRP <GO> Looking to December 2018
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FICM <GO> Credit Markets and Spreads
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FICM <GO> Credit Markets and Spreads
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Interest Rate Risk
Credit Risk
Default Risk
Cash Flow/Extension Risk
Determining Risk of Fixed Income Securities.
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DES <GO> Bullet/Non-Callable Security
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YA <GO> Interest Rate Risk: Duration/DV01/Convexity
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DES <GO> Callable Bonds
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YAS <GO> Modified vs Effective (OAS) Durations
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DES <GO> Floating Rate Bonds
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YA <GO> Floating Rate Bonds – IR vs Spread Duration
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DRSK <GO> Default Probabilities
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Sourcing and Filtering Securities
Comparable Securities Evaluation
Portfolio Risk Management
Portfolio Tools
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IMGR <GO> Identifying Offering of Interest
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IMGR <GO> Identifying Offering of Interest
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FIW <GO> Fixed Income Worksheet
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FIW <GO> Charting and Relative Value Visualization
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FIW <GO> Charting and Relative Value Visualization
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FIW <GO> Charting and Relative Value Visualization
Lasso and export to
IMGR <GO>
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Characteristics Breakdown
Performance and Return Analysis
Scenario Analysis
Constituent Attribution Detail.
Bloomberg’s Portfolio Analytics
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PORT <GO> Characteristics Analysis
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PORT <GO> Allocation Comparisons
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PORT <GO> Performance Comparisons
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PORT <GO> Scenarios Analysis
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PORT <GO> Attribution Analysis
Bloomberg Barclays
Indices
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IN <GO> Index Home Page
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Select Index to See Returns and Characteristics
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Historical Return Analysis
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COMP <GO> Compare Returns for Multiple Indices
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Ray Johnson Fixed Income Specialist
415 617 7014 | [email protected]
Bloomberg U.S. Municipal Bonds Contacts
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