Interactive Data Launches BondEdge Version 3.3

New Release Contains Enhancements to Performance Attribution and Mortgage-Backed Security Report Generation Functionality

SANTA MONICA, Calif.--(BUSINESS WIRE)-- Interactive Data Corporation, a leading provider of financial market data, analytics, and related solutions, today announced the release of BondEdge® Version 3.3. This new release contains enhancements designed to help institutional investors more effectively monitor and analyze performance attribution for multiple portfolios and benchmarks. It also extends the content within the portfolio report generation functionality for residential mortgage-backed securities (RMBS).

BondEdge Version 3.3, which is available to clients as an on-site software installation or through an OnDemand Software as a Service (SaaS) option, includes the following performance attribution and RMBS enhancements:

• A new multi-portfolio Factor-Based Performance Attribution reporting facility which can accommodate multiple portfolios and benchmarks in a single report
• The incorporation of security and portfolio level total returns into portfolio risk reports in the BondEdge Report Manager
• Enhanced RMBS portfolio reporting facility for non-agency/GSE mortgage securities, including detailed underlying collateral and deal-level data such as historical loan delinquencies, loss severity, servicer, and trustee.

“Performance attribution analysis has long been a critical component of the analytical reports that BondEdge provides,” said Keith Webster, managing director, Interactive Data Fixed Income Analytics. “As our clients increase the volume of this analysis, a multiple portfolio and benchmark reporting capability can help make the process more effective and efficient. We are also pleased to extend the portfolio analysis for non-agency/GSE mortgage securities so that critical underlying collateral and deal data for multiple securities can be included in a single report.”

Other enhancements delivered within BondEdge Version 3.3 include automated report generation capability based on the client’s portfolio compliance guidelines, enhanced portfolio graph customization, and greater flexibility in importing client’s reference data, such as sector classifications, into the BondEdge database.

Interactive Data provides fixed income portfolio analytics to more than 400 leading banks, investment managers, brokerage firms, insurance companies and pension funds throughout North America. Built on the Microsoft® .NET Framework, BondEdge is backed by market-leading fixed income single security, portfolio level and cash flow analytics that are supported by decades of market and technology expertise. BondEdge combines advanced analytics with security master data that provides comprehensive security coverage for more than 2.7 million fixed income securities, including a structured finance library of more than 15,000 U.S. structured deals. Additional information about BondEdge is available on the Fixed Income Analytics section of www.interactivedata.com.

About Interactive Data Corporation

Interactive Data Corporation is a trusted leader in financial information. Thousands of financial institutions and active traders, as well as hundreds of software and service providers, subscribe to our fixed income evaluations, reference data, real-time market data, trading infrastructure services, fixed income analytics, desktop solutions and web-based solutions. Interactive Data's offerings support clients around the world with mission-critical functions, including portfolio valuation, regulatory compliance, risk management, electronic trading and wealth management. Interactive Data is headquartered in Bedford, Massachusetts and has over 2,400 employees in offices worldwide.

For more information, please visit www.interactivedata.com.

Interactive Data Corporation
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Source: Interactive Data Corporation