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APeX Book Manager provides risk management functionality at the portfolio and book level.
Flexible Deal Inventory Report through SQL queries
Mark-To-Market Report
Cash Report
Index Reset Report + Rate-Fixing Tool
Hedge Report with full per-deal breakdown
– PV01, Gamma, Vega
– Partial PV01's, Vegas
– Cap/Swaption Vega with Expiration/Maturity/Strike
– Factor Hedge
Scenario Hedge Profile: All of the above hedge reports can be recomputed under user-defined yield curve and volatility scenarios (rally/sell-off, flattening/steepening, rate-hike, etc.)
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