Scenario Analysis

HedgeOne provides an unlimited range of scenario analyses for the end user. The following shows the perturbation dialog window and an interest rate-volatility graph.

wpe6B.jpg (50990 bytes)

HedgeOne also supports multistep simulation. The following shows the return-response surface with respect to interest rate shifts and varying time horizon.

wpe1.jpg (28794 bytes)

Key Benefits

Generalized yield curve movements
Volatility perturbations
Exchange rate perturbations
Horizon analysis

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Portfolio Analysis