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Portfolio Risk Analytics

Portfolio and Security Analytics for Multi-Asset Portfolios

Portfolio Insights

Real-time Risk, Performance & Accounting Business Intelligence Dashboard

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RISK ANALYTICS

Sensitivity Analysis

Analyze portfolio PV01 (Present Value), DV01 9Dollar 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.

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