RISK ANALYTICS
Sensitivity Analysis
Analyze portfolio PV01 (Present Value), DV01 (Dollar Value), CS01 i.e.(Credit Spread) for fixed income and other instruments that are sensitive to the yield curve
Overview
Fixed income measures are analyzed using PV01, DV01 and CS01 and the system prvides ability to calculate the same.
Key Features
Calculate key sensitivity measure for fixed income portfolios - PV01, DV01 and CS01
Sensitivity Analysis Screenshots
View results for Sensitivity Calculation
Sensitivity Analysis Demo
Demo running of Sensitivity Calculation
FAQ
Here are some answers to Frequently Asked Questions.
Can we perform Sensitivity Analysis in real-time?
All risk calculations can be run by users using user interface and calculation results can be viewed using web user interface.
Calculations are not batched and are run as and when requests are made.
System scales the number of engines required dynamically as volume of requests increase and the number of engines are brought down if no requests are pending thus enabling pay-per-use business model.