Portfolio Analysis
- Risk Analysis
- Risk Analysis provides basic market risk factors such as duration and convexity.
Duration is further divided by sensitivity to different parts of the term structure.
Risk Analysis also divides the portfolio into cells and measures index exposure cell by
cell.
- Scenario Analysis
- HedgeOne provides an unlimited range of scenario analyses for the end user, from
parallel movements or twists in any yield curve to changes in volatility to changes in
exchange rates.
- Performance Valuation
- HedgeOne breaks return performance down into trading effect and market effect, and
market effect into term structure effect (parallel or twist), sector effect, and carry and
option effects. Performance Valuation helps managers find strong and weak points in
their management plans.
- Value-at-Risk
- Value-at-Risk is a measure of the maximum potential change in the value of a portfolio,
with a given probability, over a pre-set horizon. Value-at-Risk answers the
question: how much can I lose with x% probability over a given time horizon?
HedgeOne
uses improved analytical methods to calculate Value-at-Risk.
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HedgeOne
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