Global Fixed Income.
Granular coverage of fixed income factors — local curves, credit spreads, optionality, and redemption features.
True to how bonds are priced.
The Global Fixed Income model stays true to the granular methodology of bond pricing, incorporating optionality and redemption features across more than 400 factors.
Local curves and specific credit spreads — the way the instrument actually behaves.
It rests entirely on traditional fixed income factors — local curves and specific credit spreads — and its coverage spans every fixed income security carried in the Everything, Everywhere distribution.
Credit risk is not treated as a world of its own. Through a structural, Merton-style link, each issuer's default and spread risk is tied to the behavior of its own equity — so a company's bonds and its shares resolve onto the same underlying factors, and fixed income sits inside the multi-asset model rather than bolted on beside it.
Priced the way bonds behave.
Granular fixed-income risk that lives inside the multi-asset core rather than beside it.
Through a Merton-style link, each issuer's default and spread risk is tied to its own equity — so bonds and shares resolve onto the same factors.
More than 400 factors capture local yield curves and specific credit spreads, not a single duration bucket.
Embedded options and redemption features are priced so that callable and structured bonds carry the risk they actually bear.
Fixed income sits within Everything, Everywhere, so total-fund risk includes it natively rather than bolted on beside it.
One methodology.
Thirteen models.
Each model is independently subscribable, estimated on the same granular, adaptive factor approach Northfield has developed continuously since 1985. Everything, Everywhere spans the whole book; each of the others goes deep on one part of it.
Priced the way bonds behave.
Granular fixed income risk — since 1985.
Run Global Fixed Income against your book — directly from Northfield, or through FactSet, Murex, Dynamo, and our other distribution partners.
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