Portfolio Analytics

The only Solution for Rapid Analysis of Complex Data RiskSpan Analytics provides traders, sales people, research analysts, portfolio managers and risk managers with Flexible, customizable analytics Rapid analysis of even the most complex securities, scenarios, and calculations Deep insight into the most complicated deals including mortgage and asset backed securities in minutes rather than hours A user-friendly graphical interface accessible over the Internet

RiskSpan Portfolio Analytics allows risk professionals to:

• Assess multiple risk factors for multiple portfolios, simultaneously
• Leverage fully integrated and customized data in real-time
• Determine risk in real-time for portfolios in changing markets
  
• Instantly access end-of day risk assessment reports

     - Loan level control of prepayments, defaults and losses for ABS deals
     - Real-time analytics for both intra-day and end-of-day processes
     - Enterprise-wide, market leading real-time analytics
     - The ability to consistently value a large universe of linear and non-linear products
     - Rapid analysis at a single security or portfolio level

RiskSpan Portfolio provides a true measure of risk by enabling:

• Simulation of extreme market conditions across instruments
• Stressing of instrument-specific factors such as housing markets, or refinancing trends, when calculating risk
• Customization of analytics, data, and market factors

Capabilities

Flexible Scenario Analysis

• Create and request analysis for real-life or potential “what-if” scenarios
• Run calculations against multiple scenarios in parallel
• Analyze trades across portfolios in real time

Exposure Reporting

• First order,second order and cross exposure
• Curve risk exposure to user determined curve points
• Sector exposure
• Spread exposure
• Collateral exposure

Stress Tests
Instantaneous re-valuations for:

• Shifts in curves
• Volatilities
• Pre-payments
• Defaults
• HPI's