SimCorp enhances Axioma Risk with LSEG’s Yield Book for fixed income analytics

February 24, 2025

SimCorp has announced the integration of Yield Book, a fixed income analytics platform from LSEG Analytics, into its Axioma Risk enterprise risk management system.

This move enhances SimCorp’s capabilities in risk modelling and portfolio construction by incorporating Yield Book’s advanced securitised debt analytics.

The collaboration builds on an existing partnership between SimCorp and LSEG, addressing the increasing demand for sophisticated fixed income risk insights. By leveraging Yield Book’s extensive analytics, SimCorp aims to provide clients with deeper insights into asset-backed securities, mortgages, municipal bonds, and other fixed income instruments.

The partnership enables SimCorp’s clients to enhance their Axioma Risk solutions with Yield Book’s analytics, offering capabilities such as risk forecasting, sensitivity analysis, stress testing, and factor-based risk decomposition. Institutional investors will benefit from these tools by gaining a more detailed understanding of securitised debt and improving risk management strategies.

SimCorp managing director, head of Americas Allen Zimmerman said, “This partnership extends the depth of our fixed income capabilities by leveraging Yield Book’s market-renowned prepayment models and analytics directly within our products to support the most sophisticated fixed income and multi-asset managers. This is another step toward enabling faster and more informed investment decisions.”

LSEG group head of analytics Emily Prince said, “We are delighted to broaden LSEG’s partnership with SimCorp. The integration of Yield Book’s best-in-class fixed income analytics with Axioma Risk enables more clients with market-leading data, analytics and risk management tools at their fingertips.”