Yield Matrices

Our expertise spans over 14 years in matrix valuation, where we excel in preparing yield curve matrices across various durations, sectors, and rating buckets. We create sector-specific yield matrices for a variety of money market instruments, clustering bonds under sectors like NBFCs, real estate, corporate, and manufacturing companies. These matrices reflect actual market spreads and conditions, offering a generalised yet precise valuation approach.

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ICRA Analytics has over 14+ years of experience in valuation of debt securities and structured products

Sector and Rating-Wise Yield Curves Across Tenors

Our fixed income valuation desk prepares daily proprietary yield curves, segmented by sector, rating, and duration bucket for all investment-grade securities. These yield matrices are crafted through continuous market tracking of fixed income instruments, including bonds, government securities, state development loans, and treasury bills. We also conduct extensive polling from market participants such as mutual funds, banks, insurance companies, and brokers to ensure accuracy and relevance.

FAQs

Yield matrices represent yield levels across different tenors, sectors, and rating categories. They are used to estimate pricing benchmarks for fixed income instruments, helping market participants understand spreads, compare securities, and assess valuation consistency across the debt market.

Bond yield matrices provide reference yield curves based on sector, rating, and maturity. These matrices help derive fair prices for bonds by reflecting prevailing market spreads, ensuring more consistent and market-aligned valuations across different fixed income instruments.

Yield curve matrices analytics help investors analyse interest rate movements across tenors and sectors. This supports decisions related to duration positioning, sector allocation, and relative value assessment, enabling better alignment of portfolios with prevailing market conditions.

Yield matrices analytics improve accuracy by incorporating real market data, sector segmentation, and rating-based spreads. Continuous tracking and validation ensure that valuations reflect current conditions, reducing reliance on assumptions and improving consistency across pricing models.

Yes, yield matrices are built through continuous market tracking and data collection over time. This allows users to analyse trends, compare historical spreads, and understand how yields have evolved across sectors, ratings, and durations.

Sector-wise yield matrices capture variations in risk and spreads across industries. They help investors differentiate pricing between sectors such as NBFCs, corporates, or real estate, enabling more accurate valuation and better-informed investment and risk assessment decisions.

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