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YIELD BOOK FIXED INCOME ANALYTICS SYSTEM

Capable of handling the most complex fixed income products, Yield Book is a
trusted source for in-depth risk analytics, regulatory stress-testing and
complex portfolio analysis across global markets. Starting its life on a trading
floor in 1989 and redefined by industry experts, Yield Book analytics is used
widely by institutional investors across buy-and sell-side institutions.

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OUR SOLUTIONS

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.


SOPHISTICATED ANALYTICS AND INSIGHTS

In addition to coverage in almost every pocket of fixed income, Yield Book has a
particular specialism in modelling complex security types with an extensive
security-level price and analytical history for research, back-testing, and
investment strategies development.


SINGLE SOURCE SOLUTION


As Yield Book is driven by Pricing and Reference Data from Refinitiv and
underpin the construction of FTSE Russell Fixed Income Indexes, clients can
access a fully integrated content set across prices, data, indexes, and
analytics.




REGULATORY ALIGNMENT

Being a long-trusted partner to clients, Yield Book has supported independent
risk assessment as part of clients’ regulatory risk submissions, including model
validation.


CUSTOMER ORIENTATED

While Yield Book offers analytics out of the box with market aligned standard
assumptions, clients can also refine their analytics sets and include custom
data, curve assumptions and scenarios. 


 


FIND THE FIXED INCOME SOLUTION FOR YOU

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LATEST UPDATES


SOCIALLY RESPONSIBLE INVESTING (SRI) MINI-SERIES

As part of our ESG Framework for Securitized products, Yield Book has developed
a methodology to help identify lenders engaging in potentially questionable
practices. Read the latest ESG insights in MBS research in the three paper
mini-series.



Find out more




INTRODUCING YIELD BOOK’S FIXED INCOME ANALYTICS HUB

Browse through our complimentary webinars, resources, guides, and research
papers which highlight the latest innovations, insights, tools and strategies to
help you strengthen your fixed income portfolios and manage risk.



Find out more




YIELD BOOK SINGLE SECURITY CALCULATOR NOW AVAILABLE AS ADD-ON TO EIKON

With Refinitiv and Yield Book working together as one company under LSEG, Yield
Book's single security calculator is now incorporated in the Refinitiv's
flagship platform Eikon, allowing fixed income professionals access data and
analytics in one single integrated source.



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PUBLICATIONS, EVENTS AND NEWS

 * Publications
 * Events
 * News

PUBLICATION


WINDING DOWN THE FED’S MBS AGENCY PORTFOLIO

The FOMC meeting for March will likely put an end to “new” MBS Agency purchases
as it strives to reduce its $2.7 Trillion balance sheet.
March 01, 2022

PUBLICATION


AN INTRODUCTION TO FREDDIE K

This paper provides an introduction to the Freddie K product, including loan
characteristics, underwriting, and securitization
February 01, 2022

PUBLICATION


THROUGH THE BOX (TTB) REPORT WITH THE FED

At the November 2021 FOMC meeting, the Federal Reserve bank announced plans to
scale back its MBS and Treasury purchases as it was deemed that the markets had
sufficiently improved to warrant such a move.
February 03, 2022
More publications


Client Webinar


AGENCY RMBS MONTHLY PREPAY CALL

Review of the latest prepayments and model performance.
April 08, 2022

Annual Conference


YIELD BOOK SUMMIT ON FIXED INCOME ANALYTICS

Two-day virtual conference featuring industry leaders who provided timely market
insights and in-depth commentary on 2021 and what’s in store for 2022.
December 06, 2021

Analytics Webinar


INTRODUCING DEFAULT ADJUSTED ANALYTICS FOR CORPORATE BONDS

Yield Book partnered with the Credit Research Initiative (CRI) to incorporate
their probability of default dataset and create default adjusted analytical...
March 30, 2022

Release Highlights


YIELD BOOK: RELEASE HIGHLIGHTS MARCH 2022

YIELD BOOK: Multi-family prepayment enhancements add ability to price using
spread to RFR curve for CMOs, pools, and ARMs add...
March 15, 2022

Release Highlights


YIELD BOOK: RELEASE HIGHLIGHTS FEBRUARY 2022

Analysis Freddie Mac multi family pools available Qatar government yield curve
added made daily...
March 30, 2022

Release Highlights


YIELD BOOK: RELEASE HIGHLIGHTS JANUARY 2022

YIELD BOOK: SARON and CORRA floaters yield to sink for munis RFR pricing
available for CMBS spread duration for ETF analytics additional...
March 30, 2022

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