RiskServer 5.4 Updates and New Features

Please join us for a webinar where we will highlight the product functionalities that are aimed at helping our clients address a variety of market’s risk demands. The focus here will be on new analytics and enhancements available as part of the RiskServer 5.4 releases.

Agenda Topics Include:

• Basis risk—incorporation of basis swap curve data into the risk analysis of fixed income instruments, to prove a more sophisticated assessment of basis swap trades
• Convertible bond—credit modeling enhancement & usage of dividend yield calibration
• Mortgage Analytics—prepayment model upgrades, statistics summarizing tranche and collateral modeling assumptions, custom default/prepay/severity inputs, collateral forecast Stress testing, intex based sensitivity model, and spread risk for agency pass-throughs
• Stress Testing and Aging—combination of stress testing and aging of the portfolio, as well as computation of Greeks on aged position