Fixed Income Risk Factor Analysis
We analyze a bond portfolio's historical performance to estimate the risk factors that drive its performance, focusing on sensitivity to three main factors:
1. Interest Rates:
Changes in market interest rates.
Risk assets, including high-yield and investment-grade credit, emerging sovereigns and currency.
Changes in bond market volatility.
Factor analysis can identify hidden risks and ways to align portfolio positioning with clients' objectives. It can help you stay confident in—and comfortable with—your clients' portfolios.
Contact an AB Specialist at (800) 247-4154 to do a deep dive into your fixed-income portfolios.