SimCorp has entered into a strategic partnership with LSEG’s SaaS platform, Yield Book, to integrate the offering into its Axioma Risk analytics suite.
Allen Zimmerman, SimCorp
The move will enable SimCorp to complement its Axioma risk models and portfolio construction capabilities with Yield Book’s fixed income analytics to deliver analytics for securitised debt.
Yield Book products provide analytical insight into financial products in the fixed income sphere, including government and corporate bonds, US municipal bonds, mortgages and asset-backed securities and derivatives.
This integration will provide SimCorp clients with improved access to fixed income analytics including risk forecasting, sensitivity analysis, stress testing and factor-based decomposition of risk.
These capabilities aim to help institutional investors to address risk factors that are specific to this asset class and help them make better investment and risk decisions.
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“This partnership extends the depth of our fixed income capabilities by leveraging Yield Book’s market-renowned prepayment models and analytics directly within our products to support the most sophisticated fixed income and multi-asset managers,” said Allen Zimmerman, managing director, head of Americas at SimCorp.
“This is another step toward enabling faster and more informed investment decisions.”
This latest development builds on SimCorp’s existing collaboration with LSEG Data and Analytics for market and reference data, established in 2024, allowing for improved access to LSEG data across the investment platform SimCorp One.
“The integration of Yield Book’s best-in-class fixed income analytics with Axioma Risk enables more clients with market-leading data, analytics and risk management tools at their fingertips,” said Emily Prince, group head of analytics at LSEG.