Standard & Poor's Incorporates Fixed-Income Analytics Calculator on Global Credit Portal®

NEW YORK, Feb. 22, 2011 /PRNewswire/ -- Standard & Poor's has added a fixed-income analytics calculator to its Global Credit Portal, a real-time integrated credit research, market information and risk analytics web-based platform. Through an arrangement with The Yield Book Inc., a subsidiary of Citigroup Inc., S&P has made the industry standard Yield Book Calculator easily accessible to all Global Credit Portal users through a link on security listing pages as a free trial for a limited time.

With the addition of The Yield Book Calculator, Global Credit Portal users now have the ability to calculate and compare nominal risk measures such as price/yield, convexity, duration, cash flows and perform interest rate stress tests across a fixed income portfolio. The Yield Book Calculator covers a wide range of fixed income asset classes including government debt, corporates, non-USD bonds and futures.

"The Global Credit Portal is designed to give portfolio managers, risk managers and credit officers what we believe to be the most granular view possible of entity-level risks in their overall investment mix," said Peter de Boer, Executive Managing Director, Standard & Poor's. "The Yield Book Calculator is one of the best solutions available today to deliver a sophisticated view of nominal risk at the individual security level. We're pleased to team with Citigroup to make The Yield Book Calculator widely available to our customers."

"The Yield Book products are widely respected because they employ market-tested analytics that conform to the way fixed income professionals manage their daily activities," said Thomas Klaffky, CEO of The Yield Book Inc. "This arrangement with Standard & Poor's is important to us because it creates a link between The Yield Book Calculator and S&P's Global Credit Portal which together can help bond market professionals make portfolio management and trading decisions."

More information on the S&P Global Credit Portal is available here: www.globalcreditportal.com.

About Standard & Poor's

Standard & Poor's Financial Services LLC, a subsidiary of The McGraw-Hill Companies (NYSE: MHP), is the world's foremost provider of independent credit ratings, indices, risk evaluation, investment research and data. With offices in 23 countries and markets, Standard & Poor's is an essential part of the world's financial infrastructure and has played a leading role for 150 years in providing investors with the independent benchmarks they need to feel more confident about their investment and financial decisions. For more information, visit www.standardandpoors.com.

About The Yield Book

The Yield Book Inc. ("YBI"), a subsidiary of Citigroup Inc., is a leading provider of fixed income portfolio analytics software. YBI's broad coverage spans multiple security types, including thorough coverage of mortgage securities. Delivering access to this data through its various products, YBI provides users with powerful analytics including yield, effective duration, convexity, option-adjusted spread and key rate durations – all available at the individual security, trade, portfolio and index levels. Working closely with Citigroup's fixed income research team, YBI incorporates industry-leading volatility and prepayment models into its analytics. Additionally, YBI's product suite allows users to perform advanced analysis including scenario analysis, tracking error, VaR, return attribution and optimization. For more information, visit http://www.yieldbook.com/.

SOURCE Standard & Poor's

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