Portfolio Performance Analysis
View the investment portfolio from a number of critical perspectives
Our team will model your bank's investment portfolio on the BondEdge system to provide you a proprietary analysis that views the investment portfolio from a number of critical perspectives.
Advantages of the Portfolio Performance Analysis
- Independent investment portfolio perspective that is not brokerage-firm driven
- Independent pricing
- Well suited to the post-purchase review sought by regulators
- Supports the downloading of investment data into ALCO models
- Summary reports invaluable to ALCO and board meetings
- Summaries enable directors to readily monitor the investment portfolio
The Portfolio Performance Analysis includes
- Modeling of every investment relevant to cash flows, credit ratings, total return, market value performance, effective duration, and convexity in a +/-300 basis-point scenario
- Summary reports aggregate the entire portfolio
- Investment portfolio cash flows by sector, month, and year
- Reinvestment of cash flows under different rate environments and its impact on income
- Option to engage an on-site full investment portfolio review and/or board education