The best analysis: examination from all sides.

With the LPA Portfolio Analyzer, credits and derivatives can be examined and analysed from all sides. Scenario analyses can be configured and combined according to your requirements while choosing from a multitude of output figures. 

• Simulation and comparison of free to define future market developments
• Analysis period can be set to any desired time horizon
• Inclusion of balance sheet dates
• Possible Market Scenarios:
  
  • Forward Scenario
  • Forward Rates +/- Spread
  • Reward Scenario
  • Risk Scenario
  • Steepening / Flattening
  • Individual Scenarios
• Planned credits and derivatives taken into account 

Figures regarding notional structure

• Notional structure (outstanding)
• Notional structure (smoothed)
• Period Delta (outstanding)
• Period Delta (smoothed)
• Maturity Structure
• Start Notional
• Notional on the IRA Date
• Number of IRA Dates

Cash Flows and Interest Rates

• Interest Cash Flows
• Interest Cash Flows (smoothed)
• Notional Cash Flows
• Interest Rates
• Interest Rates (smoothed)
• Exercise & Trigger decisions

Financial Ratios

• NPV (Net Present Value)
• GPV (Gross Present Value)
• Outstanding Notional
• Par Rate
• Par Spread
• Effective Duration
• Euro Duration
• Vega