Integrated tools for valuation, stress testing, gap analysis, and regulatory compliance reporting.
Generate accurate loan, bond, deposit, and swap cash flows instantly.
Calculate loan, bond, deposit, and swap prices, yields, modified durations, and convexities.
Run user-defined parallel and non-parallel rate shocks for portfolio market risk analysis.
Analysis results include cash flows and pricing results of each shock for every position as well as aggregated at the instrument type.
View and download formatted reports for interest rate sensitivity and liquidity disclosures.
Main Interface: Upload, Analyze & Visualize Portfolio
Yield Curve Shock Scenarios
Change in Economic Value of Equity
Economic Value of Equity by Shock
Earnings at Risk (EaR): Next 12 Months
Net Interest Income: Next 12 Months
Liquidity Gap Analysis
IRR Gap Analysis