In a continuing effort to provide clients with sophisticated tools and services, Wilshire Analytics, a worldwide leader in providing innovative portfolio analytics and a business unit of Wilshire Associates Incorporated, a leading global investment services firm, today announced the release of the newest version of the Wilshire Axiom(sm) that includes expansion for Emerging Market Debt, enhanced functionalities and a new Treasury Equivalent Returns Variance Model(sm).
"This new version of the Wilshire Axiom reflects the input of our clients from around the world and offers a single integrated system for global fixed income analytics, performance attribution, risk management, scenario analysis and portfolio optimization," noted Peter Matheos, PhD, managing director and head of Wilshire Fixed Income Analytics, a division of Wilshire Analytics. "One of the functionalities our clients are particularly pleased with is the expansion of emerging market debt (EMD), now available for the Wilshire Axiom Global Credit Risk Model(sm). The EMD expansion includes risk factors for external and local currency denominated debt in emerging markets, resulting in enhanced estimates of systematic and issuer/issue specific risk for emerging market debt."
