PAM Fixed Income Analytics

Highly Flexible Performance Attribution

PAM Fixed Income Analytics powered by StatPro® is a yield curve-based performance attribution which mirrors fixed income investment strategies in a highly flexible way. PAM Fixed Income Analytics decomposes returns, attribution effects, and bond risks using a large range of segmentations and effects.

PAM Fixed Income Analytics has been designed after intensive research in co-operation with bond experts and asset managers. PAM Fixed Income Analytics offers superior models to better reflect and explain the performance of any bond investment process. Fully developed in .NET technology, PAM Fixed Income Analytics can offer increased speed in a highly flexible user interface. PAM Fixed Income Analytics is fully compatible with PAM Interactive and PAM Enterprise Reporting.

PAM Fixed Income

Your Benefits

  • Security-level and transaction-based performance measurement
  • Multiple attribution models
  • Yield curve strategies analysis including duration bets, shift movements, twist, butterfly, roll down effects, and impact of convexity
  • Fund versus fund analysis
  • Full currency management handling
  • User-definable segmentation such as currency, country,industry sector, rating, maturity or duration bands

PAM Fixed Income Analytics Highlights

  • Replicates the investment process exactly to get consistent attribution effects
  • Comprehensive yield curve strategy analysis including duration bets, yield curve movements, and spread changes
  • Absolute return analysis - no benchmark needed
  • Daily, single and multi currency performance attribution
  • Unmatched speed and flexibility through innovative .NET architecture
  • PAM Fixed Income Analytics and PAM Performance and Attribution (equity attribution) are now available in the same user interface
  • Accurately reproduces the bond benchmark return using its constituents
PAM Fixed Income Analytics offers a richer analysis of fixed income strategies than any other system. With its highly flexible user interface, PAM Fixed Income Analytics can easily identify specific risk factors that determine bond level performance. It is also able to assess the skills of management to provide added value relative to a benchmark.

PAM Fixed Income
  • State of the art user interface
  • Instant data access
  • Full drill-down capacity
  • Customized views
  • Yield Curve graphs to monitor market behavior

Check Out Related Investment Accounting Solutions

PAM for Securities
PAM for Mortgages
PAM for Bank Loans
PAM for UVT
Hosted Investment Accounting - ePAM
PAM Architecture
PAM Composites
PAM Performance and Attribution
PAM Risk Management

If you have further questions, please do not hesitate to email us or simply call your local office.

Ausgewählte Referenzen