| APeX
Book Manager provides risk management functionality at the portfolio
and book level. |
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Flexible
Deal Inventory Report through SQL queries |
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Mark-To-Market Report |
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Cash
Report |
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Index
Reset Report + Rate-Fixing Tool |
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Hedge
Report with full per-deal breakdown
– PV01, Gamma, Vega
– Partial PV01's, Vegas
– Cap/Swaption Vega with Expiration/Maturity/Strike
– Factor Hedge |
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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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| Copyright
© 2000 Panalytix, Inc., All rights reserved. |
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