Fixed Income Manager
Analyze or value any fixed income security or portfolio, with an emphasis on analyzing the effect of embedded options, modeling scenarios, and measuring credit risk.
Fixed Income Manager provides a solution for calculating complex analytics used for asset liability modeling, cash flow testing, collateral exposure analysis on structured products, high end scenario analysis, and prepay and loss modeling.
Using the application, you can perform a variety of functions on a portfolio of securities and derivatives:
- Model virtually any security type
- Analyze prepayment scenarios with a range of integrated models
- Account for the unique risks of a fixed income portfolio.
Fixed Income Manager provides the analytical power to support security types such as ABS, MBS, CMBS, corporates, governments, agencies, and interest rate derivatives. It provides a solution for forward-looking analysis of risk, projected cash flows, and scenarios.
