| Procedures for a generalized analysis of market parameters for the circulation of government bonds |
Analytical procedures |
Detailing |
| Analysis of the dynamics of the government bond index |
Comparative analysis with similar indicators of the domestic and foreign markets of foreign and Russian issuers |
Identification of the degree of influence on the dynamics of the indices of various events in the economy of countries and socio-political life |
| Analysis of the dynamics of investment in government bonds by institutional and qualified investors |
Identification of the degree of return on investments in government bonds for institutional and qualified investors |
| Correlation of Time Series of the Main Government Bond Index with Additional Indices |
Analysis of the impact of a change in the calculation base on the change in the index |
Determining the change in the share of companies in the financial, banking and corporate sectors of the economy and its impact on the change in the index value |
| Analysis of the structure of the index portfolio by credit quality |
Determining the change in the composition of the index portfolio by credit quality (BB - ≤ rating < BBB -; B - ≤ rating < BB -; rating ≥ BBB -, etc.) and its impact on the change in the index value |
| Analysis of duration and yield to maturity dynamics |
In the context of the increase in duration and yield of the index, identification of factors that led to the increase in yield to maturity (offer) |
Market price change factors:range of changes in yield to maturity; directions of these changes; coupon rate; maturity etc. |
