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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 Fixed Income Analytics and Wilshire Axiom offers:
- An established, independent provider of quantitative solutions for financial firms.
- A comprehensive, global credit risk model. The Wilshire Axiom Global Credit Risk ModelSM, unparalleled in scope in the fixed income industry, measures more than 450 term structure, sector, quality, other spread and currency effects.
- An integrated risk measurement and performance attribution framework. Wilshire Axiom’s Global Credit Risk ReportSM and Wilshire Axiom’s Global Credit Performance Attribution ReportSM allow you to measure your risk and performance in comparable terms.
- An ability to forecast. Wilshire Axiom’s Scenario AnalysisSM projects performance relative to a benchmark over a time horizon using yield curve scenarios, currency changes and spread shifts.
- A historical database with multiple pricing sources. Wilshire Axiom’s System Architecture manages hundreds of benchmarks and thousands of portfolios and security masters.
- An industry leading client service model. Wilshire Fixed Income Analytics Relationship Managers are available for on-site visits, by telephone and by email in multiple countries and time zones.
In addition to personal attention, senior executives host Wilshire Associates Fixed Income Master Classes, a series of Internet 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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| Request information from Wilshire Fixed Income Analytics here. |
Stress Testing / Risk
Performance Attribution
General Information
Wilshire Axiom API
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What's New for Wilshire AxiomSM
The Wilshire AxiomSM Version 13.00 release is now available. For additional information, please contact your Wilshire Axiom Relationship Manager, or email axiom.support@wilshire.com.
Major release highlights include:
- New Wilshire Axiom APISM provides the ability to import and use Wilshire Axiom security and summary level portfolio characteristics, risk and performance attribution data directly in third party applications, such as a spreadsheet, to present information in a customized format; the Wilshire Axiom API includes full documentation of all classes, methods and properties, plus ready-to-use Microsoft® Excel® templates.
- New specify D2/D3 crossover values option to redefine the location of the parallel (D1) shift component of manager performance in performance attribution reports to any maturity point along the yield curve.
- New data loading utility and procedures for simple loading of pricing, portfolio and security master data into Wilshire Axiom using a flat file.
- New asset type Municipal Inverse Floater/Tender Option Bond (TOB) and enhanced interface for Currency Options.
- New (889 x 889) factor covariance matrices constructed using the latest version of the Wilshire Axiom Global Credit Risk ModelSM, including more than 140 currency risk factors and Emerging Market Debt (EMD) risk factors.
- New index family DEX Universe Bond Index and new sub-indices from HSBC, iBoxx, Merrill Lynch and Lehman Brothers.
- New data items available in Wilshire Axiom Menu ReportSM for additional security-level details in portfolio reporting.
- Faster report generation for Wilshire Axiom Global Credit Performance Attribution ReportSM and Municipal Performance Attribution.
- New emerging market unmeasured factor option in the Wilshire Axiom Global Credit Performance Attribution Report to estimate all emerging market factor returns providing consistent treatment of parameterized and non-parameterized markets.
- New program settings for decimal point precision in the Wilshire Axiom Performance Attribution ReportSM and daily changing floating side coupon rate for future dated interest rate swaps.
- New CPI indices/inflation linked bonds (Iceland, Ireland, Mexico), new futures contract (Canada) and additional countries/currencies (Bahamas, Belize, Fiji Island, Serbia).
- New system options to interactively overwrite the default par value for international bonds and specify the number of paths to use for valuing Adjustable Rate Mortgages (ARMs) in Wilshire Axiom Scenario AnalysisSM for limiting the analysis calculation time.
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