LSEG Historical Fixed Income Analytics – Government, Corporate, and Taxable Municipal Bonds.

**Key Highlights:**
**3.1 million** securities covering historical analytics for government, corporate, and taxable US municipal bonds.
**20+ Years** of history available with 3 years of overlap between SOFR and Libor, empowering you to choose your own transition date. Coverage of Global Financial Crisis and Covid-19 Pandemic
**150 Fields** of analytics spanning from effective duration, convexity, spread duration, to yield to worst and many more.

**Regulatory Reporting**
Calculate a comprehensive set of analytics, with a view on the current state of risk and historical analytics, allowing for accurate regulatory reporting and ongoing risk management.
**Portfolio value-at-risk**
Utilise historic OAS, duration and convexity time series from LSEG Historical Fixed Income Analytics to supply as inputs to internal value-at-risk models.
**Risk Management**
Back testing capabilities for regulations such as Fundamental Review of the Trading Book (FRTB) allows access to OAS history and a variety of analytical measures on various asset classes.
**Machine Learning**
Power AI & Machine Learning models with LSEG Historical Fixed Income Analytics.
**Trading Strategy**
Generate market-leading analytics for historical periods to determine relative value, conduct attribution analysis, assess portfolio/trading strategies, and risk hedging.