The Neutral Pricing System for floating rate notes is unique in Europe and offers diverse analysis functions for the evaluation of credit risks, market risks and solvency risks.
On the portfolio level the Neutral Pricing System expands your former credit market price sources by over 2,800 credit market data and indications for floating rate notes. Through the high quality of the data you are able to evaluate market and spread risks based on reliable and recognized data. There is no fear of possible weak points through the calculation of interest curves using swaps. Extensive filter functions, for example according to branch, country or currency, make the monitoring of market risks easier.
On the single bond level all key figures are shown, for example coupon, quoted margin, benchmark and maturity. For the analysis of credit risks you can collect and filter the bonds of individual issuers in a separate portfolio. All data can be easily exported.
Our Neutral Pricing Services are especially suited for correlations analysis. In this way you are able to compare single bonds or whole portfolios against each other and monitor whether spread increases show a direct impact on the related investment classes.