SimCorp Boosts Axioma Risk with LSEG’s Yield Book for Superior Fixed Income Analytics

SimCorp Boosts Axioma Risk with LSEG’s Yield Book for Superior Fixed Income Analytics

SimCorp has made a significant advancement in its risk management solutions by integrating Yield Book, a sophisticated fixed income analytics platform from LSEG Analytics, into its Axioma Risk system. This integration aims to enhance enterprise risk management capabilities, particularly related to fixed income assets.

Enhancing Risk Modeling and Portfolio Construction

The collaboration between SimCorp and LSEG builds upon their existing partnership, addressing the growing need for advanced fixed income risk insights. By incorporating Yield Book’s extensive analytics, SimCorp helps its clients gain deeper insights into various fixed income instruments, including:

  • Asset-backed securities
  • Mortgages
  • Municipal bonds

Key Features of the Integration

The integration allows SimCorp’s clients to enhance their Axioma Risk solutions with Yield Book’s advanced analytics, enabling them to perform:

  • Risk forecasting
  • Sensitivity analysis
  • Stress testing
  • Factor-based risk decomposition

These tools are designed to provide institutional investors with a more comprehensive understanding of securitised debt and to improve their risk management strategies.

Statements from Leadership

Allen Zimmerman, Managing Director and Head of Americas at SimCorp, stated, “This partnership extends the depth of our fixed income capabilities by leveraging Yield Book’s renowned prepayment models and analytics directly within our products to support the most sophisticated fixed income and multi-asset managers. This is another step toward enabling faster and more informed investment decisions.”

Emily Prince, Group Head of Analytics at LSEG, added, “We are delighted to broaden LSEG’s partnership with SimCorp. The integration of Yield Book’s best-in-class fixed income analytics with Axioma Risk enables more clients to access market-leading data, analytics, and risk management tools.”

READ ALSO  Navigating KYC Compliance and Risk in 2025: A Strategic Guide for Banks

Conclusion

The integration of Yield Book into SimCorp’s Axioma Risk system marks a strategic enhancement for both firms, providing clients with the advanced analytics necessary for navigating today’s complex fixed income markets. For more information on SimCorp’s offerings, visit their official website.

For further insights into fixed income analytics, you can check out additional resources from LSEG.

Similar Posts