Gain more insight into financial markets with our comprehensive curve offerings for application across investment management, risk, market trend analysis and relative value research.
Calculating Historical Simulation Value-at-Risk
Utilizes the content & technology of our evaluated bond pricing service:
End of day curves with 15 years of history
Global coverage of sovereign curves
Corporate issuer curves based on characteristics of issuer, tier and currency
Sector curves based on region/country, industry sector, tier, rating and currency
US Municipal AAA Curve with rules-based model for selection of input bonds