The Yield Book

Premier Fixed Income Analytics System.

Use our sophisticated models for trade and portfolio applications. Term Structure Models, Mortgage and Asset-Backed Prepayment Models, and Default and Loss Severity Models serve as the backbone for analyzing... Learn More

Customer Workshops

Extensive Customer Support Helps You Leverage the Power of The Yield Book

The Yield Book offers classes for both beginners and advanced users of the system. Classes are taught in hands-on workshops offered monthly in New York, as well as in other cities around the globe. Learn More

Emerging Markets Government
Bond Index

We are pleased to introduce the latest composite index to our index family, the Citi Emerging Markets Government Bond Index (EMGBI). It measures the performance of fixed-rate, local currency sovereign bonds and serves as a benchmark for the emerging sovereign fixed income markets. Learn More


Yield Book Structuring Tool

Structure Agency CMO deals.


Credit Risk Module

Quantitative credit analysis deploying a range of models to generate estimates for an issuer's probability of default.


Chinese Government and Policy Bank Bond Index

The latest addition to our Yuan-denominated, Chinese onshore family of indices.


Training and Events

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