Trading Solutions:
Interest Rate Risk Management

CompassPoint™ provides the following comprehensive capabilities in identifying and executing risk management strategies:

• Flexible Position Definitions with Grouping Tool:
  • Similar Product, Trader Specific, Specific Benchmark
  • Benchmark Equivalents
  • Duration Ratio Weighting to Equivalent (loan, hedge and shock detail)
  • Flexible Unclosed Loan Modeling
  • Flexible Rate Shock Definitions
• Comprehensive Reporting:
  • Position Overview
  • Hedge Selection, Hedge Bucketing
  • Position Reconciliation
• What-If Hedge Modeling
• Hedge Effectiveness and Cost Analysis
• Cross-Hedging for Product, Position Profitability