Analytics Solutions

Fixed Income Spread Curves

From building factor models to credit risk modelling, achieve more accurate results

Solving key challenges inherent in curve construction

Our proprietary research and curve construction methodology provide a superior result to better separate signal from noise.

Our library of over 12,000 full-term structure issuer curves and 6,000+ full-term structure cluster curves are available as a flat file or in Axioma RiskTM.

Axioma Fixed Income Spread CurvesTM can be used by your entire organization for portfolio construction, trading, valuation and risk management:

Valuation of illiquid assets

Accurate pricing using bond market as proxy

In-house limit modelling

Consistent risk-focused entity master easily detects increasing risk concentrations

Market risk calibration and limit checking

Guard against artificial volatility and overstating risk, inherent in curve building

Front office tool

Understand both implied rating and relative value to uncover potential arbitrage opportunities

Outlier Removal

Automated detection and downweighting of outlying instruments for superior risk factor signals

Regulatory Reporting

Ensure consistent and transparent reports derived from accurate data

Associated products

Additional resources