New! - Access bond-level data for Lehman Municipal Indices, available for attribution and portfolio vs. benchmark analysis.

In our recently recorded Web seminar, we examine case studies for both tax-exempt and blended portfolios, covering:

• Returns-based Performance Attribution - customize attribution analysis in line with your investment style (e.g., by Duration/Sector, Duration/State).
• Enriched Portfolio vs. Benchmark Comparisons - view index-specific sub-sectors to help identify potential allocation and duration mismatches.
• Enhanced Municipal Scenario Analysis for Portfolios and Benchmarks - modify the municipal term structure curve (e.g., AAA GO Curve), or change credit spreads for municipal sub-sectors and quality buckets.
• Blended Portfolio and Index Analysis Using Muni Duration Betas - specify the relationship between taxable and muni yield curves to effectively calculate portfolio and index level option-adjusted duration and convexity.
• Enhanced Reporting and Additional Data Elements - quickly access new, key values on the BondEdge Municipal Holdings Report, including more accounting-oriented fields as well as additional muni-specific information.