Loan pricer helps bank loan officers and senior management personnel convert a floating rate to an equivalent fixed rate, calculate the yield impact of caps, origination points, deferred start dates, or calculate a value for existing floating and fixed rate loans (requires login)

A critical input to ALM modeling -- the beta calculator allows senior bank management to estimate the expected rates to be paid on specific deposit account types under various shock scenarios and then converts these into deposit “betas” to be used within the ALM model.

Illustrates how changes in decay rates and deposit betas will impact changes in market value for non maturity deposit account types by measuring relative profitability across differing interest rate scenarios.

This application satisfies the regulatory mandated process of projecting short and long term funding needs and by determining liquidity in four user defined stress scenarios. It can work with R2Metrics BankRisk by importing cash-flows and other data or as a standalone program. (requires login)

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(coming soon...)