Fixed Income Quantitative Analysis
BONDMAX BONDSENS BONDPAR PRSCAN
GENESIS: Comprehensive
Fixed-Income Analysis & Portfolio Management Suite
GENESIS is the GFA analytical platform
that supports the quantitative analysis central to our activities.
There are 5 major modules which can be accessed separately or in a
unified system. All of the GFA consulting services draw upon this
same environment. A distinguishing feature of GENESIS
is its broad coverage which includes traditional fixed income,
municipal bonds, and a wide range of derivative products. An
integrated database supports all of the modules including extensive
input data for the various analyses.
BONDPAR 2: Bond Performance Attribution Report
BondPar2 is a fixed income
performance attribution module which decomposes total portfolio
return into components to provide a more precise characterization of
portfolio behavior. The various sources of return include the market
environment, duration management, sector, individual bond selection
and trading activity. Globally diversified portfolios can also be
evaluated along with the effects of currency and hedging exposures.
Municipal bond portfolios can also be accommodated.
The value of BondPar2 lies in the detailed performance attribution
it provides to the user. Understanding the components of the total
return of a portfolio as well as those of the securities in the
portfolio can help monitor the effectiveness of the management
process and identify strengths and weaknesses. BondPar2 breaks down
the components of return into those elements beyond the portfolio
manager's control. These elements include the interest rate
environment, duration policy constraints and those that the
management process contributes to (such as interest rate management,
sector/quality allocations, individual bond selections and trading
activities).
VIEW SAMPLE REPORTS