Moody’s Analytics Knowledge Services index support spans the lifecycle of index development, testing, maintenance, and reporting tasks for both strategy and benchmark indices across asset classes. We also help clients with several after-sales tasks once index-linked products have been developed and distributed.

Below is a quick snapshot of our services

Construction

  • Universe definition and sampling
  • Index portfolio modeling and factor analysis
  • Benchmark selection, analysis, and testing
  • Back-testing and risk analysis
  • Constituent weight allocation
  • Variant creation – hedged, currency versions, TR, ER, and PR

Operations

  • Index event monitoring
  • Relevant data maintenance including key events and news announcements
  • Index periodic reviews and rebalancing
  • Index performance reporting
  • Handling data and methodology queries

Data Management

  • Data definition
  • Data collation from client and vendor sources
  • Data audit and gap analysis, integration, and processing
  • Creation and maintenance of databases
  • Enrichment of data coverage and quality of the existing constituents

Quantitative Reporting

  • Index level analysis
  • Rolling volatility, returns distribution, drawdown, VaR
  • Benchmark & market comparison tracking error, correlation breakdown
  • Index factsheets, performance and market commentary
  • Index guides
  • Generation and automation of sell-side quant strategy reports
  • In-depth analysis of liquidity and pricing behavior due to index rebalance and reconstitution events

Administrative Support

  • Mapping index usage of end users to the services and policies
  • Creating reporting tools to track structuring and data license fees
  • Data maintenance such as assets under management (AUM) of clients

Our Other offerings under Quantitative Support: