Houston -- February 11, 2015

TPG has partnered with The Yield Book to ensure the efficient integration of our software applications with Yield Book analytics data and improve the accuracy of our analytics-driven accounting through downloaded stressed cash flows and related analytic measures. As a partner, TPG supports the Yield Book API and Batch Interface and functionality includes:

  • An upload file to create the portfolio(s) on the Yield Book server
  • Batch script to execute predetermined scenarios and generate output files
  • A companion setup defined inside Yield Book to include scenario definitions and report templates

Ten cash flow scenarios are available (-100, -50, 0, +50, +100, +200, +300, +400, +500, +600), and analytic measures include yield, duration, average life, convexity, pay window, and OAS.


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