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The Standard in Global Fixed Income Analytics |
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The Wilshire Axiom offers a single integrated system for global fixed income analytics, performance attribution, risk management, scenario analysis, and portfolio optimization. Wilshire Axiom allows you to:
- Incorporate full OAS analysis in a multi-factor covariance-based risk modeling environment using a historical database in excess of 3.5 million fixed income securities, including municipals, mortgage pools and CMOs.
- Measure more than 350 term structure, currency effects, sector, quality and other spreads to produce reports pinpointing the true results of investment decision-making, at any level of detail.
- Streamline daily portfolio management tasks with powerful optimization and stress testing tools to capture opportunities in today's market conditions.
Our outstanding client servicing model includes a dedicated Relationship Manager to provide you with direct, one-on-one support. In addition to personal attention, senior executives host Wilshire Associates Fixed Income Master Classes, a series of free Webinars throughout the year.
To receive future Wilshire Associates Fixed Income Master Class Invitations, please click here. For more information about a customized solution for your organization, or to schedule a demonstration, please email fixedincome@wilshire.com.
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What's New for Wilshire AxiomSM
The Wilshire AxiomSM Version 12.00 release is now available. For additional information, please contact your Wilshire Axiom Client Service Representative, or email axiom.support@wilshire.com.
Major release highlights include:
- Emerging Market Debt (EMD) expansion now available for the Wilshire Axiom Global Credit Risk ModelSM. The EMD expansion includes risk factors for external and local currency denominated debt in emerging markets, resulting in enhanced estimates of systematic and issuer/issue specific risk for emerging market debt.
- New Treasury Equivalent Returns Variance ModelSM. This returns-based performance attribution model decomposes excess return over the entire treasury term structure into grouped allocation and selection management effects that can be tailored to match your investment process.
- Full currency expansion now available in the Wilshire Axiom Global Credit Risk ModelSM for both developed and emerging markets for more precise estimation of factor returns and historical covariance effects for all currencies in Wilshire Axiom reports.
- New asset types, including basket Credit Default Swaps (CDO/CDX) and Total Return Swaps.
- New sub-indices from Wilshire, JP Morgan, iBoxx, Merrill Lynch, Swiss Exchange, Salomon/Citigroup and Lehman Brothers.
- New futures contracts from Hong Kong, Chicago Mercantile Exchange, Korea, Malaysia, Sweden and Singapore.
- New data items available in Menu Report for additional security-level details in portfolio reporting.
- Long Portfolio Name Support (up to 20 character portfolio names).
- Enhanced support for CUSIP and SEDOL check digits for several Wilshire Axiom reports.
- Enhanced cash flow discounting model for ARMs, hybrid ARMs and non-ARMs for improved valuation and analytics.
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