RiskSpan 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
Only RiskSpan Analytics delivers:
- 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
Capabilities
Single Security and Portfolio Analytics
- OAS based
- Static
- Forward and scenarios
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
Market Leading Modeling
- Interest Rate, Prepayment and Loss Models such as:
- HJM (Heath-Jarrow-Morton) Multi-Factor
- Libor Market Model
- Black-Karasinski, Hull-White
- And other proprietary and leading vendor prepayment models
Integration
- Fully integrated with RiskSpan Data Management
- Easily integrated with custom data, calculations, and market factors
Advantages
Fully Customizable
- XML architecture allows for flexible choices for data, models and scenario
analysis for all securities
Pre-Configured
- Proper market analytics part of the standard package for all securities
Real-Time Analytics
Real-Time Analystics
- XML market feeds coupled with distributed computing allows for extensive
real-time analytics
Unmatched Coverage
- Wide coverage of fixed income securities and derivatives