Apps
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.
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