Tool overview
Nordea Analytics Tool Overview
- Professional tools at your fingertips
With Nordea Analytics you get access to a range of unique and professional analytical tools. The tools can be used for value, risk and return analysis.
Below you can read more about the individual tools and how they support and provide you with value when doing your financial analysis.
The tools are organized into the following categories:
General/Core tools
These tools cover the basic needs of quantitative analysis in relation to pre-trade and post-trade related tasks. The different tools offer a general and simple interface which allow for easy navigation and quick output.
They are especially aimed at e.g. asset managers, corporate treasurers and people in general working in larger corporate finance departments.
The main tools in Core are:
Time Series
The global application Time Series provides access to all data for the full range of products and exchange rates, for which quotes are collected daily in the Analytics database. Quotes are supplemented by up to 40 key figures depending on the product.
The application offers a general and simple interface which allows all products and exchange rates to be combined in any way you can think of. The time series can be combined in up to four different charts. Despite the general nature of the application ease of use has been given priority. Simply enter an Analytics ID or find it via Analytics Browser. Then click the Show Chart button to immediately display the graph.
Functionalities- All data from the Analytics database are available.
- Up to 40 key figures available for each product.
- Examine time series on product level and/or on portfolio level.
- Analyse more than one product or key figure in up to four charts either as line charts or scatter charts.
- Compare horizon return of your portfolio to Nordea's official indices.
- Your personal settings are saved in profiles for easy retrieval to examine your favourite time series.
Curve Analyser
Curve Analyzer is a powerful tool for analysing historical yield curves as well as monitoring real-time yield curves. It facilitates comprehensive analysis of yield curves and is useful for understanding the inherent yield dynamics and the implied trends based on forward analysis.
View and compare more than 100 yield curves comprising government, swap, mortgage and Libor yield curves from a large number of countries. The instruments on which a yield curve is based are listed with actual quotes. You may view actual yield curves or spreads between two yield curves of your choice. Up to ten yield curves may be shown and combined in up to four charts to meet your specific needs.
Functionalities- A powerful tool for analysing yield curves.
- More than 100 yield curves are available comprising government, swap, mortgage and Libor yield curves.
- A wide selection of different curve types and curve models is available, making Curve Analyzer a powerful tool for understanding the inherent dynamics of yield curves.
- Comprehensive analysis can be made in order to get new trading ideas.
- Analyse yield curve shapes by decomposition into curvature and steepness.
- A flexible set-up for constructing your own personal yield curve charts.
- Your personal yield curve settings can be saved in profiles for easy retrieval.
Macroeconomics
The Macroeconomics application is an easy-to-use tool for analysing a variety of macro-economic key figures covering all major economic indicators. The macroeconomic series comprise all economic sectors for a large number of countries.
For each macroeconomic series a number of key figures applied to the original series are available. Hence, you have a powerful tool for comparing and analysing different series.
Functionalities- The Macroeconomics application facilitates in-depth analysis of a broad range of macroeconomic indicators.
- More than 500 macroeconomic series are available from 17 countries.
- Several key figures, calculated from the original macroeconomic series, are available for analysis.
- The Nordea forecasts on the macro-economic series may be shown if available.
- Combine macroeconomic key figures of different frequency in one chart together with any financial instrument from the comprehensive Analytics database.
- Predefined reports are available for several countries.
- Combine different macroeconomic series and financial instruments for several countries.
Forecasts
The Forecasts application is a tool for viewing and analysing Nordea’s official financial forecast covering two years from today. On a regular basis Nordea forecasts a broad range of interest rates and foreign exchange rates updated every second week or more often according to market changes and with comments by Nordea analysts. The Forecasts application is available in FX, Yield or Commodity mode to ensure direct and easy access to the forecasts that interest you.
Functionalities- The Forecasts application shows Nordea’s latest published yield, interest rate swap and FX forecasts in a flexible way.
- Forecasts for any currency pair up to two years from today.
- Yield forecasts are easily viewed by country or by maturity.
- Charting facilities for comparing history levels with implied market levels, Nordea’s forecast and a consensus forecast.
- Yield curve analysis from the Nordea forecasts and what is implied by the government and swap markets.
- Your personal settings are saved for the next time you use the Forecasts application.
Market Watch
Market Watch gives you an overview of the markets of your interest. It supports any currency combination and instruments such as bonds, swaps, money market products, equities and equity indices, commodities and economic key figures are shown to complete your overview of the market.
Functionalities- Compare current (realtime) spot levels of different products to historical levels or forecasts
- See changes in market implied ATM volatilites for currency crosses
- Get an overview of the announcement dates of and forecasts of economic keyfigures for a selected future period and countries
- Read financial forecast comments for selected countries
Foreign Exchange and Money Market
Tools relevant for foreign exchange and money markets:
FX Forward CalculatorA flexible tool for real-time analysis of FX forwards and deposits
The FX Forward Calculator facilitates real-time analysis of FX forwards, deposits and their relationship, relevant for investors placing/receiving funds in foreign currency.
FX Option CalculatorA compelling tool for analysing FX option strategies
In FX Option Calculator option strategies in a single currency cross are analysed, calculating extensive price and risk key figures. A wide range of vanilla and exotic option types and spot/forward trades are supported. The build-in solver allows the construction of e.g. zero-cost or delta neutral strategies, using any combination of options.
FX Quotes & FixingsEasy download access to FX quotes and FX fixings
The application is a very simple and powerful tool to retrieve FX spot quotes and FX fixings. The FX data are available both in real time and historically. Data can easily be exported to a file in a format chosen by you.
Market WatchA quick overview of the market
Market Watch allows you to monitor the current market state for FX, money market, bond, equity and commodiity products. On the FX side different currency crosses can be monitored and compared with respect to historical changes in spot level, forwards, forecasts and market implied ATM volatilities, The application includes an event calendar for economic keyfigures.
Repo CalculatorCalculate repos and reverse repos
Repo Calculator is a global tool designed for evaluating repos and reverse repos. The application calculates standard figures like forward price. Additionally, a cash flow report including all relevant payments is produced for a more general overview.
FX Flow MonitorIdentify FX market trends by monitoring FX trade volumes
FX Flow Monitor is a tool for identifying the trends in the FX market. The application allows you to investigate the relative trading volume of Nordea’s customers in individual currencies through time. This may provide information on market movements in specific currencies.
Fixed Income: General
FI tools relevant for Fixed Income:
Bond CalculatorCalculate bond prices and key figures using real-time yield curves
Bond Calculator is a quick and simple tool for price evaluation and for calculating key figures for bonds as well as Norwegian floating-rate notes (FRNs). Offering access to over 5,000 bond issues in more than 20 countries, Bond Calculator is a powerful tool for analysing national as well as international portfolios. (Special access needed).
Credit Bond AnalyzerA tool for relative value analysis in the credit markets
In Credit Bond Analyzer you can perform relative value analysis of more than 700 EUR investment grade corporate bonds.
Credit CurvesA tool to build and analyse credit curves
Analytics Credit Curves is a tool to build and analyse credit curves. The application offers the possibility to build and analyse user-defined credit curves, but also to analyse and/or modify Analytics’ predefined credit rating curves.
ForecastsView and analyse Nordea’s official financial forecasts
Our Forecasts application enable you to view and analyse Nordea’s official financial forecasts, consensus forecasts collected by an external data provider and implied market rates. With a forecast horison of up to two years, Nordea makes forecasts on a regular basis on foreign exchange, yields and commodities. The Forecasts application is available in FX-, yield- and commodity mode to ensure direct and easy access to relevant forecasts.
Spread WatchMonitor real-time yield curve spreads and bond spreads
Spread Watch allows you to monitor and compare real-time prices and measures such as yield (YTM), yield curve spread (YCS) and option-adjusted spread (OAS), given a chosen yield curve or versus a reference security.
Time SeriesView and analyse time series for a variety of products
The Time Series application provides easy access to timeseries from our extensive database. Covering a wide range of products and keyfigures, our database includes daily quotes as well as keyfigures that are calculated on a daily basis.
Mortgage ToolsAnalysing fixed-rate non-callable bonds
Mortgage Tools is a collection of spreadsheets offering different methods for analysing fixed-rate non-callable bonds in general and Swedish mortgage bonds in particular. The key feature of the application is the possibility to easily perform relative value analysis on bond yields and spreads for different mortgage institutions.
Constant Prepayment Rate (CPR) CalculatorCalculate key measures based on a prepayment scenario
CPR (Constant Prepayment Rate) Calculator allows you to specify a future prepayment scenario fro Danishy Mortgage Bonds and use this scenario for calculating a yield curve spread (YCS), yield to maturity (YTM), net present value (NPV) and modified Fisher Weil duration.
Fixed Income: Danish mortgage
Tools relevant for Danish Mortgate:
Key Figures Report (DKK)Make your customised reports on Danish bonds
This application is a general tool for building bond reports that exactly match the key figures of your interest. Reports can be stored in Nordea Analytics for later use, making the application a useful monitor for your Danish bonds. Access only for Danish customers.
Asset Management SystemAdvanced tool for analysing complex portfolios
In Analytics Asset Management System you can calculate a large number of key figures including horizon return and risk ladder for a selection of bonds (non-callable and Danish mortgage bonds) and derivatives (FRA’s, swaps, swaptions, caps/floors and CTD-futures). The key figures can be inspected in a set of standard reports and in two Trade Designer reports where the specified instruments can be combined to give a total return profile or total risk profile. Special access needed.
CPR CalculatorCalculate key measures based on a prepayment scenario
CPR (Constant Prepayment Rate) Calculator allows you to specify a future prepayment scenario and use this scenario for calculating a yield curve spread (YCS), yield to maturity (YTM), net present value (NPV) and modified Fisher Weil duration.
Nordea Index CompositionExplore Nordea’s mortgage and government indices
Index Composition gives you detailed information on the different indices produced by Nordea Markets. If you use one of Nordea’s mortgage or government indices, it is an essential tool showing which bonds are included in the indices and their attached weights.
Mortgage Bond Calculator (DK)Calculate option adjusted measures for Danish mortgage bonds
Mortgage Bond Calculator allows calculation of a variety of option adjusted measures for Danish Mortgage Bonds (DMB), including a user-defined risk
profile. Special access needed.
Calculate repos and reverse repos
Repo Calculator is a global tool designed for evaluating repos and reverse repos. The application calculates standard figures like forward price. Additionally, a cash flow report including all relevant payments is produced for a more general overview.
Spread WatchMonitor real-time yield curve spreads and bond spreads
Spread Watch allows you to monitor and compare real-time prices and measures such as yield (YTM), yield curve spread (YCS) and option-adjusted spread (OAS), given a chosen yield curve or versus a reference security.
Time SeriesView and analyse time series for a variety of products
The application Time Series provides easy access to time series from our extensive database. Covering a wide range of products and keyfigures, our database includes daily quotes as well as keyfigures that are calculated on a daily basis.
Bond Portfolio Risk (DKK)Handle the risk of your Danish bond portfolio
Bond Portfolio Risk is a useful tool for providing a quick overview of the interest rate risk on your portfolio of Danish bonds and CMOs. Special access needed.
Fixed Income: Relative value analysis
Tools useful for relative value analysis:
Mortgage ToolsAnalysing fixed-rate non-callable bonds
Mortgage Tools are a collection of spreadsheets offering different methods for analysing fixed-rate non-callable bonds in general and Swedish mortgage bonds in particular. The key feature of the application is the possibility to easily perform relative value analysis on bond yields and spreads for different mortgage institutions.
Asset Management System Advanced tool for analysing complex portfoliosThe Asset Management System application is an advanced tool for analysing portfolios based on bonds and interest rate derivatives. Special access needed.
Credit Bond AnalyzerA tool for relative value analysis in the credit markets
In Credit Bond Analyzer you can perform relative value analysis of more than 700 EUR investment grade corporate bonds.
Spread WatchMonitor real-time yield curve spreads and bond spreads
Spread Watch allows you to monitor and compare real-time prices and measures such as yield (YTM), yield curve spread (YCS) and option-adjusted spread (OAS), given a chosen yield curve or versus a reference security.
Fixed Income: Pricing tools
Bond Calculator: Calculate bond prices and key figures using real-time yield curves
Bond Calculator is a quick and simple tool for price evaluation and calculating key figures for bonds as well as Norwegian floating-rate notes (FRNs). Offering access to over 5,000 bond issues in more than 20 countries, Bond Calculator is a powerful tool for analysing national as well as international portfolios.
(Special access needed).
CPR Calculator: Calculate key measures based on a prepayment scenario.
CPR (Constant Prepayment Rate) Calculator allows you to specify a future prepayment scenario and use this scenario for calculating a yield curve spread (YCS), yield to maturity (YTM), net present value (NPV) and modified Fisher Weil duration.
Mortgage Bond Calculator (DK): Calculate option adjusted measures for Danish mortgage bonds
Mortgage Bond Calculator allows calculation of a variety of option adjusted measures for Danish Mortgage Bonds (DMB), including a user-defined risk profile.
(Special access needed)
Portfolio and Index
Tools linked to Portfolio & Index:
Key Figures Report (DKK)Make your customised reports on Danish bonds
This application is a general tool for building bond reports that exactly match the key figures of your interest. Reports can be stored in Nordea Analytics for later use, making the application a useful monitor for your Danish bonds. Access only for Danish customers.
Asset Management SystemAdvanced tool for analysing complex portfolios
The Asset Management System application is an advanced tool for analysing portfolios based on bonds and interest rate derivatives. Special access needed.
Nordea Index CompositionExplore Nordea’s mortgage and government indices
Index Composition gives you detailed information on the different indices produced by Nordea Markets. If you use one of Nordea’s mortgage or government indices, it is an essential tool showing which bonds are included in the indices and their attached weights.
Market Risk SolverEfficient management of financial risk
Market Risk Solver is a risk management portfolio tool for enterprises. The application supports front office and middle office risk management functionality and handles several commercial and financial transactions of enterprises through a spectrum of financial instruments covering cash flows, debt instruments, FX and money market instruments and derivatives.
Bond PortfolioAllows you to obtain a quick overview of your bond holdings
In this application you can get a quick overview of your portfolio including market values and interest rate risk. Another report generates the cash flow for the entire portfolio. Notice that for Danish mortgage bonds an option adjusted cash flow is used.
Bond Portfolio Risk (DKK)Handle the risk of your Danish bond portfolio
Bond Portfolio Risk is a useful tool for providing a quick overview of the interest rate risk on your portfolio of Danish bonds and CMOs. Special access needed.
Inflation
Overview of tools linked to inflation:
Inflation Linked CalculatorA tool for scenario-based analysis of inflation-linked bonds
Inflation Linked Calculator is a powerful tool for analysing inflation-linked bonds (linkers), and whether they are undervalued or overvalued relative to nominal bonds.
Derivatives
Overview of tools linked to Derivatives:
Asset Management SystemAdvanced tool for analysing complex portfolios
The Asset Management System application is an advanced tool for analysing portfolios based on bonds and interest rate derivatives. Special access needed.
FX Forward CalculatorA flexible tool for real-time analysis of FX forwards and deposits
The FX Forward Calculator facilitates real-time analysis of FX forwards, deposits and their relationship, relevant for investors placing/receiving funds in foreign currency.
FX Option CalculatorA compelling tool for analysing FX option strategies
In FX Option Calculator option strategies in a single currency cross are analysed, calculating extensive price and risk key figures. A wide range of vanilla and exotic option types and spot/forward trades are supported. The build-in solver allows the construction of e.g. zero-cost or delta neutral strategies, using any combination of options.
Nordea Analytics is an analysis platform under e-Markets. The tools are free to Nordea Markets' customers. Access to some tools depends on your specific customer profile.
If you are not an Analytics user, contact us today to arrange your free access.
