Portfolio Analysis

Portfolio analysis includes the interest rate sensitivity report that is required by the regulators.  This report simulates a 300 basis point rate shock and provides weighted average life; yield performance, total return, duration, price performance and liquidity measure of the asset.  Most importantly the report profiles the FFIEC test and guidelines for a particular asset. The portfolio analysis has a complete summary report.  Comparisons are made between the portfolio assets versus the treasury and agency indices.  Included in the summary is an optimization model indicating any necessary asset reconfiguration or allocation.  The summary analysis shows a total for portfolio risk versus the market.