US - Wilshire Analytics has launched a new model of its fixed income portfolio software management system and service, aiming to help clients see how portfolios cope "when things go bad".
The package, the latest version of the Wilshire Axiom, provides historic fixed income data dating back to the
It also provides stress-testing for fixed income portfolios and benchmarks against changes in global yield curves, in addition to corporate spread and exchange rates.
Developed in-house, it will be offered to large institutional investors, asset managers and central banks. Peter Matheos, managing director and head of Wilshire Fixed Income Analytics, a division of Wilshire Analytics, said: "We help them understand if there is a crisis, what kinds of returns they can expect in that arena and help them make a risk-return assessment in a rigorous framework."
He added: "The enhancements we have made have been informed by our clients."
Wilshire Associates also revealed to Global Pensions that a firm named Trepp, which provides commercial mortgage-backed securities (CMBS) and commercial mortgage information to the securities and investment management community, would be the the exclusive provider of CMBS data and cash flow models for the Wilshire Axiom fixed income analytics solution.
Wilshire Analytics is one of four business units that makes up Wilshire Associates, which is a global investment technology, investment consulting and investment management firm.
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