ICRA launches fixed income indices for debt markets

ICRA Gilt Indices, ICRA Liquid Indices, ICRA Corporate Bond Indices and ICRA Composite Debt Indices, the four indices launched, would help asset managers and financial services companies make objective analysis and provide comprehensive benchmarking of debt portfolios.

ICRA fixed income indices will enable asset managers and investors with effective benchmarks to measure the risk returns dynamics of the fixed income markets. The indices, which are representative of the most liquid securities in the market, are diversified covering various issuers and sectors. The rebalancing would be every fortnight in case of liquid indices and on a monthly basis for the others.

The ICRA Gilt Indices include short-term, medium-term, long-term and composite gilt as well as 10-year gilt indices. These would help asset managers and investors track the performance of maturity profiles of their respective portfolios, in terms of the G-Sec performance.

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