Two Approaches to Buy-Side Scenario Analysis

Buy-side firms increasingly offer a diverse set of funds and products to meet the risk appetites and investment objectives of their institutional clients. Multi-asset, long-only, and leveraged portfolios all have very different characteristics that require front and...

Understanding Mortgage Prepayment Models

U.S. agency residential mortgage-backed securities (RMBS) are the largest and most liquid securitized asset class in the world. Pooling thousands of individual mortgages into a standardized security lets investors easily gain exposure to this important asset class....

Maximizing the Value of Multi-Leg Orders with an OEMS

As multi-leg strategies garner increased attention from institutional asset managers, the ability to manage these orders in an efficient manner grows in importance. This Insight discusses how a multi-asset Order and Execution Management System delivers this capability...