Yield Book Consulting Services

Custom Solutions for Your Business

From tailor-made risk analysis, customized reporting and ...

From tailor-made risk analysis, customized reporting and efficient data delivery to custom benchmark index creation, The Yield Book Consulting Team offers bespoke solutions for your functional and strategic requirements.

Our staff combines fixed income expertise with analytics know-how and an in-depth understanding of The Yield Book to serve both our buy-side and sell-side clients, including broker-dealers, investment managers, banks, central banks, insurance companies, hedge funds, mutual funds, pension funds and corporate treasury departments.

Your Requirement

Our Solution

Custom Benchmarks

We can create custom benchmarks to match your specific investing requirements.

Scenario analysis/cash flow analysis with user-defined parameters

Our flexible scenario and cash flow analysis tools do not limit users to a set of pre-defined (default) analysis parameters. Consequently, we can work with you to introduce self-defined criteria and adapt the calculations entirely to your business needs.

We can also run the analysis with your defined criteria for you.

Outsourcing of analytics and reporting

For clients with extensive analytical reporting requirements and resource constraints, our team can design and run your analysis, and provide you with the required reporting output.

Efficient process design for portfolio and risk management

We can explore with you ways of automating processes and increasing efficiency. All processes are designed on a case-by-case basis to best align with your requirements.

Our solutions help you meet the deadlines of your time-sensitive reporting and allow you to spend less time processing data so you can focus on your investment decisions.

Custom reporting in a format that is compatible to other third party applications

We can create customized reporting for you in your preferred format, easily editable and exportable to other applications.

Case Studies

Custom Benchmarks
Data Delivery
Customized Reporting
Process Automation
  • Institution:Public Pension Fund Objective:Create a custom fixed income index to serve as an official benchmark. The benchmark should include custom weightings for sectors.
    Our Solution:The Yield Book Consulting Team created a custom index to meet the client's sector weighting requirements. We also delivered preliminary reports that projected index constituents in advance of publication and put processes in place to run both historical and ongoing return calculations for custom market sectors. For ease of access, we also publish the custom benchmark on The Yield Book website daily.
  • Institution: Investment Manager Objective: Optimize efficiency and minimize costs for calculating overnight analytics on a portfolio consisting of more than 20,000 collateralized securities. Calculations should take place on a daily basis and be delivered within a specific deadline.
    Our Solution:The Yield Book Consulting Team worked with the client to optimize processes. In addition to assuming the production of calculations, we minimized the calculation time to ensure timely data delivery, and designed and implemented custom reports to meet the client's needs.
  • Institution: Hedge Fund Objective: Allow the fund manager to stress-test the portfolio under different rate, spread, volatility and prepayment scenarios. Results should be delivered in a format that is compatible with the client's existing third party applications.
    Our Solution: Using The Yield Book Add-in, The Yield Book Consulting Team created tailor-made templates to run "what-if" scenario analyses and customized risk calculations. We created worksheets that seamlessly integrated Yield Book analytics with the client's existing processes.
  • Institution: Broker/Dealer Trading Desk Objective: Create a bridge between the client's accounting system and The Yield Book. Trader's futures and options positions should be uploaded daily into The Yield Book. After calculating analytics, the results should automatically be sent to the trader's spreadsheet.
    Our Solution: The Yield Book Consulting Team created synthetic securities and portfolios from the information stored in the client's accounting system. By using The Yield Book's Batch-on-Demand functionality, we then integrated the analytics into the trading desk's existing screens.