KIS 채권평가 - Beyond Pricing
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Introduction
Introduction
- KIS Pricing
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Asset Pricing
Asset Pricing
- Bond Pricing
- Alternative Product Pricing
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Fund Evaluation
Fund Evaluation
- Bond Index
- ETF
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Solution
Solution
- Solution Service
- Consulting Service
- Contents Service
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Beyond Pricing
Beyond Pricing
- KIS-Net
- Data Providing
Beyond Pricing
Data Providing
| Large Classification | Medium Classification | Detail Classification |
|---|---|---|
| Issuance Information | Maturity Information | Maturity , Demand Forecast Data |
| ABCP Issuance Information | ABCP Issuance Data | |
| FCY Issuance Information | Bond Issuance Data on Major Country by Industry and currency | |
| Derivative-Linked Information | Issuance information | |
| Credit Rating | Credit Rating | |
| Company Information | Basic Information, company Information and Credit Rating on Counterparty | |
| Market Information | Expected Settlement price on Bond | Government / MSB expected Settlement price data |
| Spread | CDS Spread | |
| Secondary Market Information | Secondary Market Information (batch) – Traded Average | |
| Interest Rate | IRS, CRS | |
| TIPS | Inflation Coefficient | |
| Index Price Information | KOSPI, KOSDAQ index, Major global index | |
| Volatility on Product | CAP/FLOOR/SWAPTION by maturities | |
| Interest, Price Information | YTM Matrix, CDCP Matrix, LIBOR, Global Bonds | |
| SWAP Rate information | IRS and CRS rate | |
| Pricing Information | Pricing Information | Bonds, FCY Bonds, SWAP, CDCP |
| Settlement Data | Sovereign/ MSB/ other Bonds | |
| Price Table | Settlement Price | |
| Credit Rating Changes YTM | YTM movement by company and credit rating | |
| YTM Matrix on FCY BOND | Major Currency Matrix by credit ratings | |
| Overseas Major institutions Default Rate | DailyDefault Rate calculated with implied default rate | |
| YTM Matrix | YTM Matrix | |
| ZERO Matrix | ||
| Volatility | Underlying Asset , Volatility by curves, Correlation coefficient | |
| Vol. Surface by Index | ||
| KTB futures correlation coefficient | Correlation coefficient data with KTB futures |
| Classification | Division | contents |
|---|---|---|
| RISK Management | VaR (Value at Risk) | Market VaR |
| KIS-Term | Term Structure By Credit Rate | |
| KIS-IDP | Market Risk Premium based implied default rate | |
| KIS-BIR | Bond Implied Rating | |
| KIS-EDF | Model based expected default rate | |
| KIS-PIT | Default rate reflecting economic fluctuation of Korea and major countries | |
| Credit Derivative Product Stress Test | Market Par Coupon & Stress Test | |
| Default Rate by Rating | Default Rate , Recovery Rate by Rating | |
| Recovery Rate | Economy Cycle Reflected Recovery Rate | |
| Recovery Rate and Liquidity premium by Credit Rating | ||
| Accounting support | Accounting Support | Accounting related data and IFRS related consulting |
| Guarantee Payment Field Test | Scenario related interest rate | |
| Index | KIS Index | HanKyung-Rueter-KIS Index |
| KOBI30 Index | ||
| KOBI120 Index | ||
| CD/CP/CALL Index | ||
| Customized Index | NPS Index | |
| Teachers Pension Index | ||
| Performance Analysis | Bond Multi-Factor | Key Rate Duration, Factor Exposure, Specific Risk, Covariance Matrix |
| Key Rate Duration, Factor Exposure | ||
| SWAP Key Rate Duration |
Data provision process
