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White Papers / Case Studies

Big Data: Challenges and Opportunities January 2012
How Innovative Investment Data Technology Is Helping Advisors Adapt and Thrive Amid Changing Client Expectations November 2011
Effective-Duration-Based Hedging Strategies and BondEdge February 2011
An OAS Framework for Portfolio Attribution Analysis December 2010
Assessing the Impact of Enhanced RMBS Collateral Performance Data within BondEdge December 2010
Prepayment Modeling Challenges in the Wake of the 2008 Credit and Mortgage Crisis October 2010
Analyzing Yield Curve Risk for Path-Dependent Securities in a Multi-Factor Term Structure Framework October 2010
A Quick Guide to Security Models in BondEdge October 2010
Corporate and Municipal Bond Trading Costs During the Financial Crisis August 2010
Case Study: Portal: Financial Times Germany October 2008
Case Study: Prime Portal Solution for Media Portals: Motley Fool CAPS Site October 2008
Case Study: Prime Portal for Retail Banking: Commerzbank - Infobroker August 2008
White Paper #14 - Apples-to-Oranges? Reducing Tracking Error Noise with Fair Value Adjusted Benchmark Indices August 2008
Case Study: Private Banking: Bank Sarasin April 2008
Case Study: Prime Portal for Exchanges: Wiener Börse Live April 2008
Case Study: Prime Portal: KBL Asset Management Portal March 2008
White Paper #13 - What trigger levels are other funds using? August 2007
Liability Driven Investment (LDI) - Market Feedback from Fixed Income Workshops July 2007
Hybrid ARM Prepayments July 2007
Key Rate Durations July 2007
Focus on Term Structure Models April 2007
Municipal Markets January 2007
Liability Driven Investment (LDI) November 2006
TBAs and Dollar Rolls in BondEdge October 2006
White Paper #12 - Calculating NAVs with Bid Prices; Implications of a New Process October 2006
The Impact of Additional Loan Level and Market Data on the CMS BondEdge Fixed-Rate Prepayment Model April 2006
The Performance Attribution Methodology in BondEdge March 2006
Implications of Optimal Yield Curve Construction Techniques November 2005
White Paper #11 - Holiday Arbitrage; Exposing the Risks of Stale Prices with Public NAV Data September 2005
Option-Adjusted Spreads and Default Probabilities for Corporate Bonds: Observations on the Investment Grade and High Yield Markets August 2005
Treasury Inflation Protection Securities (TIPS) Performance and Risk Trends 1997-2004 March 2005
White Paper #10 - Using NAV to Measure the Effectiveness of Fair Value Methodologies March 2005
White Paper #9 - Is Fair Value Needed for Small Caps November 2004
Effective Duration: Subtleties and Considerations Q3 2004
Adjustable Rate Mortgages: Market Trends, Characteristics and Prepayment Modeling June 2004
White Paper #8 - Characteristics of Estimates from a Fair Value Methodology; Comparing Alternative Models March 2004
White Paper #7 - What Constitutes a "Significant Event"? October 2003
A Quick Quide to Security Models in BondEdge July 2003
White Paper #6 - Systematic Fair Value: Choosing Among the Available Aids March 2003