Static Cash Flows, Scenario-based Cash Flows, Scenario-based analytics and returns data for instrument-level and portfolio-level risk analytics.
- Integrated analytical models and reference data: Derives various risk measures by employing analytical models, such as interest rate risk, prepayment, credit spreads, and optionality models.
- Broad coverage: Delivers cash flow and scenario analytics for a wide range of fixed income asset classes with over ~2.8 million securities available.
- US Structured finance deal library: Utilizes our proprietary structured deal library to generate cash flows and risk analytics.
- Key measures: Includes static cash flows, scenario cash flows, scenario analytics, and returns.
- Delivery: A variety of delivery channels to provide you with the data you need in multiple formats to drive mission-critical applications.
Specifications
Key Features
Key Measures:
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Static Cash Flows
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Scenario Analytics
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Dynamic Cash Flows
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Returns
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A variety of delivery channels to provide you with the data you need in multiple formats to drive mission-critical applications:
ICE Data API / Custom Files
- Provides direct access to our fixed income analytics engine
- Request cash flows and scenario analytics based on your securities of interest using your price or ICE’s evaluations*
- For mortgage-backed securities, provide your own prepayment assumptions, use historical prepayment speeds, or scale the prepayment model faster/slower
- Manage risk with the ability to shock over 30 government and swap yield curves at various tenors
- ICE Data API: Supports custom terms and conditions for private securities
- Custom Files: SFTP file delivery
Software Libraries
- Analytics software libraries that can be integrated with your internal applications and highly optimized for speed
- Covers a variety of fixed income asset classes including corporates, municipals, agencies, sovereigns and more
Desktop
- ICE Portfolio Analytics provides a web-based solution for portfolio management, analysis, and risk oversight
- Simulate portfolio performance based on specific interest rate or credit spread forecasts
- Analyze hundreds of projected cash flows by market/book values, income, principal, prepayments and more
- Project monthly portfolio and security cash flows under multiple interest rate environments 50-70 years
*This product is provided in the US through ICE Data Pricing & Reference Data, LLC and internationally through ICE Data Services entities in Europe and Asia Pacific. ICE Data Pricing & Reference Data, LLC is a registered investment adviser with the US Securities and Exchange Commission. Additional information about ICE Data Pricing & Reference Data, LLC is available on the SEC’s website at www.adviserinfo.sec.gov. A copy of ICE Data Pricing & Reference Data, LLC’s Form ADV is available upon request.
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The evolution of our file-based offering. Bringing together, in a unified solution Corporate Actions, Reference Data, Analytics and our wealth of pricing datasets including ICE Evaluations, CEP, Fair Value Information Services & Listed Market Pricing.
Buy-side and sell-side front offices continue to embrace more data and more technology in order to expand their opportunities and gain an edge over the competition. Enrich front office systems with ICE’s Data API solution, providing intraday access to fixed income pricing, on-demand analytics, reference data and more.
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