R2Metrics - Analytical Products and Services focused on individual bonds, bond portfolios, bond swap transactions, and company wide interest rate and liquidity risk
Founded in 1996, R2Metrics provides managers of interest rate risk with fast, reliable and inexpensive analytical tools and reports. R2Metrics specializes in measuring interest rate risk and reward in individual bonds, bond portfolios, bond swap transactions, and company balance sheets. Our analytical tools are highly customizable and we normally model 100% of the items in a bond portfolio or on a company balance sheet, not just those items that are relatively easy and precise to model. Our models have the flexibility to project cashflows and market values on all types of financial instruments and are especially adept at modeling options risk and other related issues that can make accurate forecasting difficult.
R2Metrics provides analytics that are used monthly by over 700 financial institutions throughout the country, and reflect many years of hands-on experience in risk and investment management. We provide management-friendly, common-sense risk solutions to financial institutions, investment managers, and securities firms in the day-to-day operation of their business.
Products
- BondRisk
- SwapRisk
- BankRisk
- FAS 107
- BondMonitor
- Offering Sheets
- Cost of Carry
- Muni Credit Mining
- FirstAlert
- Market Metrics
- Peer Data
- Auto Updates
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Services
- Asset/Liability Model Validation and Verification
- Comparative Sensitivity Analysis
- Liquidity Stress Testing
- ALCO Online
- Continuing Education Webinars
- Monthly Consulting
- Valuation of Financial Instruments and Options
- Call Report Data Mining
- Custom Programming of Financial Applications
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Market Data
Horizon | Actual | 1 Month Ago | 1 Year Ago |
DOW Jones | 44,322.33 | 42,863.86 | 34,283.1 |
S&P 500 | 6,013.79 | 5,815.03 | 4,415.24 |
Crude Oil Futures | 68 | 75.56 | 77.17 |
Gold Futures | 2,622 | 2,657.6 | 1,937.7 |
Unemployment | 4.1 | 4.1 | 3.8 |
CPI | 315 | 314 | 307 |
CRB | 282 | 291 | 273 |
Corn Futures | 428 | 416 | 464 |
MBS Refi Index | 514 | 735 | 2,123 |
Spain CDS 10Y | 61.26 | 124 | 128 |
Italy CDS 10Y | 113.77 | 153 | 232 |
France CDS 10Y | 55.1 | 37 | 73 |
Germany CDS 10Y | 22.21 | 24 | 43 |
US CDS 10Y | 42.74 | 31 | 42 |