Interactive overview on the Neutral Pricing functionalities

The TASS Neutral Pricing System is a market database for floating rate notes and credit indices. You can set up and manage your own portfolios online while integrating market data into your own trade and market risk models. In our interactive table you can learn more about the individual applications that are possible.

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  • Portfolio assessment
  • Risk Assessment
  • Market analysis
Basic Subscription: Supplementary Subscription:
Pay-Per-View FRN Main Indices FRN Individual Indices
4.000 Floater prices from the secondary market 14 FRN Main Credit Indices for the analysis of the main FRN segments 240 FRN Individual Credit Indices for the analysis of many the subcategories
Assessment of the investment quality Performance control Investment decison making in the primary and secondary market
Issuers credit curves in all currencies FRN Main Credit Indices in the currency Euro FRN Individual Indices for the most important currencies
Relative-Value- und Spread-Analysis at the bond level Relative-Value-Analysis on the index level Extended relative-value-analysis on the index level
Pre-trade check respectively and/or price and liquidity supervision Liquidity ratios Extended liquidity ratios
Portfolio analysis Momentum and trend impact analysis Extended momentum and trend impact analysis
Asset allocation and asset-liabilities-management   Supports asset allocation
Credit portfolio assessment and correlation analysis    
Basic Subscription: Supplementary Subscription:
Pay-Per-View FRN Main Indices FRN Individual Indices
For Mark-to-Market analysis and monitoring whether prices are in accordance with prevailing market rates using the 2,800 floater prices available Benchmarking with 14 main index categories Benchmarking with 240 Individual index categories
Credit risk management and selection of sampling points on the bond basis Credit risk management and selection of sampling points on the index basis Extended credit risk management and selection of sampling points on the index basis
Value at risk calculation    
Monte Carlo methods and stress testing    
Implementation of MiFID    
Basic Subscription: Supplementary Subscription:
Pay-Per-View FRN Main Indices FRN Individual Indices
Display of individual issuer specific credit curves Overview of the 14 main index categories including liquidity ratios Graphical depiction of the spread developments for over 240 individual index categories including the liquidity ratios
Branch and country specific analysis of bonds Branch and country specific analysis of credit indices Extended branch and country specific analysis of credit indices
Pre-trade-check of prices and their respective market liquidity Momentum and trend analysis Extended momentum and trend analysis