Given the recent stress in the US banking market, Moody’s Analytics has developed a new cloud-based tool that leverages both Moody’s proprietary data and other company, market and investment data to deliver simple yet sophisticated investment portfolio management. At any institution in the United States you can be up and running in just days. With Investment Portfolio Analytics you can better identify, measure, and manage risk in your investment portfolio by using the tool that:

  • Gathers details from industry data using minimal detail (CUSIP, book value, par value, classifications)
  • Calculates a wide variety of instrument and portfolio risk measures (price, OAS, durations and convexities, DV01, total returns, other “Greeks”)
  • Reports unrealized gains/losses and metrics under a variety of user-definable scenarios and interest rate models, including stochastics

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