Need to Gain Comfort with Pricing Before Pulling the Trigger?
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- Calculate traditional single instrument and portfolio value and risk measures under a variety of interest rate models and scenarios
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- Assess both historical and Monte Carlo VaR using multiple risk factors
With a single, integrated system for all of your pricing, valuation, stress testing and earnings simulation needs, you can make your data work smarter, not harder. Find out why more than 1500 financial institutions choose us for their portfolio analytics needs.
- Convergence Studies on Monte Carlo Methods
- Rate Shocks in Value-Based Measures of Interest Rate Risk
- ZMdesk Overview
- ZMdesk for Credit Unions
- ZMdesk for Banks
- OnlineBondswap Overview