• Global Directory Global Directory

    EXPLORE OUR SITES

    • London Stock Exchange Group
    • MyRefinitiv
    • Developer Community
    • Refinitiv Perspectives
    • London Stock Exchange
    • FTSE Russell
    • LCH

    EXPLORE OUR SITES

    • London Stock Exchange Group
    • MyRefinitiv
    • Developer Community
    • Refinitiv Perspectives
    • London Stock Exchange
    • FTSE Russell
    • LCH
Yield Book
  • Products & Services

    CHOOSE YOUR PRODUCT

    • Yield Book Classic
    • Yield Book Boost
    • Yield Book Add-In
    • Yield Book Calculator
    • Yield Book API
    • Yield Book Structuring Tool
    • Integrated Solutions
    • Consulting Services
  • Updates

    UPDATES

    • News and Updates
    • Release Highlights
  • Training

    TRAINING

    • Customer Workshops
    • Workshop Registration
    • Video Tutorials and Webinars
    • Macaulay Duration Charts
  • Support

    SUPPORT

    • Support Home
    • Publications
    • Manifolds
    • Resources
    • Analytics Corner
  • My Account

    MY ACCOUNT

    • Account Settings
    • Change Password
    • Update Subscriptions
    • Batch Launcher
    • Batch Monitor
    • Database Monitor
    • Catalog
    • Access Reports
    • CPU Reports
    • User Config Reports
    • System Hours
  • About Us

    ABOUT US

    • Our Company
    • Contact Us
    • Our History
  • Launch

    LAUNCH

    • Yield Book
    • Yield Book Q | Index
    • Yield Book Calculator
    • Mydata
    • Batch Launcher
    • Index Data
  1. Yieldbook
  2. Home
Your browser does not support the video tag.

Our solutions

Yield Book offers an expanded set of capabilities that include market-leading data and cashflows modelling for in-depth security and portfolio analysis ranging from vanilla bonds to highly structured mortgages and complex derivatives for clients to comprehensively address their requirements.

Sophisticated analytics and insights

In addition to coverage in almost every pocket of fixed income, Yield Book has a particular specialism in modelling complex security types with an extensive security-level price and analytical history for research, back-testing, and investment strategies development.

Single source solution

As Yield Book is driven by Pricing and Reference Data from Refinitiv and underpin the construction of FTSE Russell Fixed Income Indexes, clients can access a fully integrated content set across prices, data, indexes, and analytics.

Regulatory alignment

Being a long-trusted partner to clients, Yield Book has supported independent risk assessment as part of clients’ regulatory risk submissions, including model validation.

Customer orientated

While Yield Book offers analytics out of the box with market aligned standard assumptions, clients can also refine their analytics sets and include custom data, curve assumptions and scenarios. 

 

Find the fixed income solution for you

  • Yield Book API
    arrow-right
  • Yield Book Classic
    arrow-right
  • Yield Book Add-In
    arrow-right
  • Yield Book Calculator
    arrow-right
  • Collateralized Loan Obligations (CLOs)
    arrow-right
  • Yield Book Structuring Tool
    arrow-right
  • Yield Book Sustainable Investment Analytics
    arrow-right

Latest updates

IBOR Transition deadlines

Important upcoming deadlines for transition from LIBOR to SOFR and related indexes across all relevant asset classes and currencies. We have made significant enhancements and updates to support the new methodologies and all analytics will be compliant with risk free rates.

Find out more
arrow-right

Socially Responsible Investing (SRI) mini-series

As part of our ESG Framework for Securitized products, Yield Book has developed a methodology to help identify lenders engaging in potentially questionable practices. Read the latest ESG insights in MBS research in the three paper mini-series.

Find out more
arrow-right

Yield Book single security calculator now available as add-on to Eikon

With Refinitiv and Yield Book working together as one company under LSEG, Yield Book's single security calculator is now incorporated in the Refinitiv's flagship platform Eikon, allowing fixed income professionals access data and analytics in one single integrated source.

Find out more
arrow-right

Blog

November '22 U.S. MBS Agency Market Recap

U.S. Agency Mortgages began the month meandering toward another subpar performance until November 10th's CPI report altered the rates landscape.
December 02, 2022

Blog

Mind the gap: Creating an ESG framework for securitized assets

The securitization market accounts for over a quarter of the fixed income sector in the US, and yet integration of environmental, social and governance (ESG) measures remains a work in progress.
September 07, 2022

Blog

CLO credit, collateral conditions to worsen in 2023

The collateralized loan obligations (CLO) market seems likely to face a further deterioration in credit and collateral environment in 2023 amid high inflation, higher interest rates, and the looming threat of a global recession.
January 27, 2023
More blogs

PUBLICATION

The impact of ESG on MBS performance and prepayment

The incorporation of sustainability and social responsibility measures into investment practices has often been handled separately from traditional financial assessment.
April 04, 2023

PUBLICATION

Using GPT-4 with prompt engineering for financial industry tasks

The paper explores using prompt engineering with GPT-4 for sentiment and theme classification. Section 1 provides a concise overview of the GPT family of models, with an emphasis on the practicalities relevant for the average user of GPT in the financial industry
May 22, 2023

PUBLICATION

What does SVB failure mean for CMBS?

A forced sale upon liquidity stress (caused by tech-concentrated client withdrawal) crystalized the loss, triggering a bank run which sealed the fate of SVB.
March 09, 2023
More publications

Webinar

How have CLOs fared in the rising interest rates environment?

After proving its resilience during the 2020 pandemic, the Collateralized Loan Obligations (CLOs) market now faces pressures from rising interest rates and growing downgrade concerns. With credit and collateral conditions deteriorating in 2023, how are the CLOs set to weather this storm?
May 16, 2023

Webinar

ESG's impact on MBS performance

Appetite for ESG metrics in the MBS sector is gaining momentum, but finding relevant and quantitative approaches to this complex sector remains a challenge, as does identifying the resultant impact of this integration to financial risk and return of portfolios. Join us for a deep dive into our latest research.
May 23, 2023

Webinar

Collateralized Loan Obligation Market Insights and Analytics

Yield Book and Refinitiv LPC are proud to bring you a joint webinar, presented by our market analysis and research professionals to bring you the latest market and performance updates on U.S. Leveraged Loans and CLO Markets insights, overview of CLO credit model and Value at Risk framework.
November 15, 2022
global footer logo
  • Cookie settings
  • Notices and disclaimers
  • Privacy and cookies statement
  • Whistleblowing
  • Sitemap
  • Accessibility