Nexus Risk Platform - ALM Module

Nexus Risk Platform ALM Module is a powerful tool for managing the risk associated with assets and liabilities. The ALM module allows users to measure and monitor multiple dimensions of interest rate risk and execute sophisticated ALM strategies.
For complete list of features click here

Monitoring and Reporting

  • Real time analysis of interest rate
    risk exposure
  • Live feed from Bloomberg and/or other market data sources
  • Track and monitor changes in risk position
  • ALM risk reports

Attribution Analysis

  • Analysis of change in economic surplus over reporting period
  • Analysis by source
  • Analysis of the change predicted by various risk measures
  • Attribution of value-added by ALM strategies and active asset management decision

Trade Impact

  • Test impact of proposed trades
  • Execute ALM strategies

Portfolio Optimization

  • User defined optimization algorithms
  • Yield curve optimization

Improved Efficiency

  • Streamlined process and automation means less resources required
  • More frequent reporting and monitoring in less time
  • Faster rebalancing made possible

System Requirements

Microsoft Windows XP, Windows 7
Dual-core processor
2.0 GHZ speed
1 GB memory
5 GB available disk space
.NET Framework 3.5 SP1 or higher
Microsoft Excel 2003 or 2007
USB 2.0 port
SVGA 1024x768, 32-bit color quality

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