BNY Mellon Enhances Investment Analytics Offering

August 22, 2007 ( - BNY Mellon Asset Servicing has announced multiple enhancements to its Investment Analytics product line, which provides institutional investors with the tools needed to evaluate and oversee a portfolio's performance, structure, risk exposure, compliance and other key investment criteria.

According to the announcement, the enhancements include improved:

  • Sub-Prime Risk Analytics – BNY Mellon Asset Servicing has worked with its analytical partners to improve the data available in the Investment Analytics product line, resulting in improved security and portfolio level statistics. Building on an already extensive modeling process, with over 40 sensitivities included to calculate key analytics such as Option Adjusted Duration, Yield and Convexity, a new econometric sub-prime mortgage model has been added to further quantify risk.
  • Fixed Income derivatives and short term securities coverage – Due to increasing client demand and market trends, BNY Mellon Asset Servicing has improved coverage of derivatives and short-term securities within client portfolios.  By leveraging internal accounting enhancements that improve the referential and descriptive data of derivative instruments, BNY Mellon Asset Servicing now provides analytical coverage in excess of 97% of its clients fixed income securities.
  • Initial Public Offering (IPO) shares outstanding coverage – A new IPO data product enables BNY Mellon Asset Servicing to provide clients with shares outstanding information on the first day of trading. Shares outstanding data will be updated throughout the IPO’s lifecycle and will be available to the clients through standard reporting.

“Client investment strategies and information needs are changing constantly and we need to make sure their analytical capabilities change, grow and improve right along with them; so clients are fully armed to make the right decisions on their portfolio,” said Debra Baker, managing director of Global Product Management, in the announcement.

More information is available at .