Reports customized to meet user-defined levels of detail. Earnings at risk model incorporates FAS 133 hedge-accounting policies. No Allows global fixed income portfolio managers to manage risk and optimize return. Offers detailed return breakdowns relative to multiple scenarios, as well as customized reporting. Can provide platform for access to broad range of risk-transfer providers.
All products are Web-based.
Multiple VaR methodologies supported. Yes To help manage interest rate, currency, credit, liquidity, commodities and electricity risks and to integrate cash management with all trading and hedging functions. Generates data file of cash flow transactions for direct export to other vendors risk management products. Updates centralized database. User-defined selection criteria for modeling interest and FX scenarios.