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Content Spotlight

// 12th August 2019

Shining a light on FactEntry

Shining a light on FactEntry

FactEntry

FactEntry supports Fixed Income and Credit professionals by identifying disclosure information and improves information monitoring through quality research and data management. Topic areas covered in this Spotlight guide include:

  1. FIDO: Fixed Income Database Objects
  2. FIVE: Fair Evaluated Bond Pricing
  3. BondPDF: Global prospectus database
  4. ETF: New issues and reference database

Reference data and cashflow valuation data

FactEntry’s Fixed Income Terms and Conditions Securities Masterfile, FIDO, delivers essential reference information for over 900,000 bonds from more than 150 countries, direct to your desktop.

This includes quick and easy access, via our direct API or ready made *MDX Technology tools, to any documented piece of data on a given security. This means we can provide easy access to data fields not traditionally carried by the mainstream suppliers. You simply define the dataset you need and we provide a bespoke solution.

  • MDX Technology can provide the data in several off-the-shelf delivery mechanisms including Excel, Python, R, C++, Web Mobile and Symphony

IOWA.rocks commented: “Reference data (FIDO) remains the market’s biggest challenge, not least because as regulatory reporting demands more data, extraction from traditional terminal based solutions can be eye wateringly expensive. FIDO from FactEntry represents high quality fixed income content at a price point that makes sense.”

Contact us here today with your data requirements and list of identifiers to see how we can help you.

  • FIVE: Fair Evaluated Bond Pricing

Some 50,000 corporate and sovereign bonds priced daily

FactEntry has developed a calculation engine that leverages their bond cash flow data and facilitates pricing of illiquid bonds. The bond pricing input comes from brokers and market participants along with the traded data.

The FactEntry (BVE) calculation engine is a result of over three years of intensive investment in R&D using an experienced quant team working extensively with banks and hedge funds.

IOWA.rocks: “Bond liquidity statistics continue to highlight that lack of pricing available for almost any bond that is “off-the-run”. The total amount of bond issuance in existence polarises the need for fair value evaluated pricing from an independent and respected source like FactEntry.”

  • BondPDF: Global prospectus database

Online collection of over 900,000 bond documents

BondPDF is a global bond database covering corporate, sovereign and agency issued prospectuses since 2007. The database is updated intra-day with over 1,500 new issues being loaded monthly.

BondPDF is searchable using reference meta data and free text. The service is also available as a feed in XML. BondPDF is also searchable using FactEntry’s unique reference data in the web-site. Alternatively, this information can be supplied as a feed to facilitate straight through processing and reduce the time taken to identify comparable issues. Clients have unique access to both the XML feed and the prospectus web-site.

IOWA.rocks commented: “BondPDF is a thoughtful utility tool that enables users to look-back at the original detail contained in the underline bond issue prospectus. Free from interpretation and ambiguity, BondPDF is a documentation “go-to” tool.”

  • ETF: New issues and reference database

Reference Data, Corporate Actions & Documents

For exchange traded funds, FactEntry offers global reference data and corporate actions data on over 7,700 exchange traded products. Over 100 data fields are provided in the reference data and are subsequently monitored for corporate actions. Data fields include index benchmarks; fund sectors; exposure; counterparties; expenses and tax data.

IOWA.rocks commented: “Market migration and adoption of Exchange Traded Funds is well documented. Reference data on the underline constituent parts of the ETF is as important to  the front office as it is to the back office. Similar to FIDO, the enclosed product represents fantastic value for any organisation trading and or managing ETF products.” n1 \lsdunhid

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