CMS BondEdge, a Los Angeles-based provider of fixed-income portfolio analytics, has announced an agreement to provide RiskMetrics Group with key rate duration calculations for mortgage- and asset-backed securities with prepayment risk.The companies said the data will be incorporated into RiskManager, a product of the New York-based RiskMetrics. The addition of the rate duration calculations will allow for "a more detailed analysis of the prepayment risk" associated with some MBS and ABS, the companies said. CMS BondEdge, an operating division of Interactive Data Corp., can be found on the Web at http://www.cmsbondedge.com.

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