Apps

JSON risk App

An open source multi-tenant risk system based on JSON risk featuring

• support for all JSON risk instruments and features
• data backend with storage of market data, portfolios, scenarios, timeseries and more
• support for ad-hoc calculations in the browser on client hardware
• support for batch calculations on the server hardware
• straightforward multi-tenant and cluster setup
• simple identity and access management supporting passwordless login
• flexible extension framework

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Bond and loan analysis

This app provides basic interest rate risk analysis for bond and loan instruments, providing

• cash flow generation and analysis,
• interest rate sensitivities and analysis of six regulatory interest rate scenarios,
• FTP analysis including fair rate, gross margin and risk transfer charges.

All calculations are purely browser based.

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Portfolio pricing

This app leverages the vector pricing functionality that comes with JSON risk and provides quick and accurate present values for small, medium-sized or large portfolios across multiple scenarios. Key features are

• support of the full range of JSON risk pricing models, including multi-callable interest rate instruments,
• import of portfolios in JSON or csv format,
• import of curves and surfaces with multiple scenarios, enabling present value based scenario or value-at-risk analyses,
• export of pricing results aggregated on sub-portfolio level

All calculations are purely browser based, utilizing JavaScript web worker technology for parallelization on multi-core systems.

Open app