PAM Fixed Income Analytics

PAM Fixed Income Analytics powered by StatPro^® is a yield curve-based performance attribution which mirrors fixed income investment strategies in a highly flexible way. PAM Fixed Income Analytics decomposes returns, attribution effects, and bond risks using a large range of segmentations and effects.

PAM Fixed Income Analytics has been designed after intensive research in co-operation with bond experts and asset managers. PAM Fixed Income Analytics offers superior models to better reflect and explain the performance of any bond investment process. Fully developed in .NET technology, PAM Fixed Income Analytics can offer increased speed in a highly flexible user interface. PAM Fixed Income Analytics is fully compatible with PAM Interactive and PAM Enterprise Reporting.

Your Benefits

Security-level and transaction-based performance measurement
Multiple attribution models
Yield curve strategies analysis including duration bets, shift movements, twist, butterfly, roll down effects, and impact of convexity
Fund versus fund analysis
Full currency management handling
User-definable segmentation such as currency, country, industry sector, rating, maturity or duration bands

PAM Fixed Income Analytics Highlights

Replicates the investment process exactly to get consistent attribution effects
Comprehensive yield curve strategy analysis including duration bets, yield curve movements, and spread changes
Absolute return analysis - no benchmark needed
Daily, single and multi currency performance attribution
Unmatched speed and flexibility through innovative .NET architecture
PAM Fixed Income Analytics and PAM Performance and Attribution (equity attribution) are now available in the same user interface
Accurately reproduces the bond benchmark return using its constituents

PAM Fixed Income Analytics offers a richer analysis of fixed income strategies than any other system. With its highly flexible user interface, PAM Fixed Income Analytics can easily identify specific risk factors that determine bond level performance. It is also able to assess the skills of management to provide added value relative to a benchmark.

State of the art user interface
Instant data access
Full drill-down capacity
Customized views
Yield Curve graphs to monitor market behavior

Check Out Related Investment Accounting Solutions

	PAM for Securities
	PAM for Mortgages
	PAM for Bank Loans
	PAM for UVT
	Hosted Investment Accounting - ePAM
	PAM Architecture
	PAM Composites
	PAM Performance and Attribution
	PAM Risk Management

If you have further questions, please do not hesitate to email us or simply call your local office.

Selected References

Insular Life

Princeton Financial Systems' experience in providing solutions for the insurance industry was a key factor in our decision. We selected PAM due to its superior accounting functionality and the efficiencies it will bring to our organization.
By automating the investment
and accounting process we will improve our operations and reduce costs.