According to the company, this new release contains enhancements designed to help institutional investors more effectively monitor and analyze performance attribution for multiple portfolios and benchmarks.
It also extends the content within the portfolio report generation functionality for residential mortgage-backed securities (RMBS).
BondEdge Version 3.3, which is available to clients as an on-site software installation or through an OnDemand SaaS option, includes the following performance attribution and RMBS enhancements:
- A new multi-portfolio Factor-Based Performance Attribution reporting facility which can accommodate multiple portfolios and benchmarks in a single report
- The incorporation of security and portfolio level total returns into portfolio risk reports in the BondEdge Report Manager
- Enhanced RMBS portfolio reporting facility for non-agency/GSE mortgage securities, including detailed underlying collateral and deal-level data such as historical loan delinquencies, loss severity, servicer, and trustee.
Other enhancements delivered within BondEdge Version 3.3 include automated report generation capability based on the client’s portfolio compliance guidelines, enhanced portfolio graph customization, and greater flexibility in importing client’s reference data, such as sector classifications, into the BondEdge database.
