Aggregate total portfolio risk, performance and characteristics to validate your portfolio decisions and satisfy regulatory compliance. Bloomberg’s Portfolio & Risk Analytics — PORT on the Bloomberg Terminal — provides a complete suite of pre-trade, execution and post-trade analytics for full portfolio analysis. See key rate risk across the yield curve and enhance the risk management, collateral surveillance, scenario analysis and portfolio reporting workflows and ensure your internal procedures are compliant.
Access a collection of risk assessment tools to help analyze exposure in your portfolios. The Super Yield Table — SYT on the Bloomberg Terminal — provides a security’s yield and average life profile across a range of interest rate scenarios.
Our well-known Bloomberg Agency MBS Prepayment Model (BAM) provides a consistent framework when viewing the risk profile of a mortgage security. BAM helps investors ensure that MBS securities perform as expected, as well as raising red flags for securities that might be too volatile.