RiskSim is fully integrated with Intex CMOSubs. You can enter deal parameters via RiskSim or use sss files.

All objects can be instantiated in spreadsheets. When combined with realtime price feeds, you can fit curves, analyze securities, and perform calculations in real time.

RiskSim is designed to produce any shocks that are needed: absolute shocks, percentage shocks, etc. This makes it easy to feed a data warehouse that can be used to perform Form-PF, AIFMD, and Opera reporting.

For many purposes, having access to prices does not tell the whole story. In fact, it is more common that we want to track derivative measures such yields, spreads, default probabilities or analyze first differences, log differences or percentage differences over arbitrary time periods. In addition, particularly for economic statistics, we want to use some sort of smoothing to dampen the noise by using moving averages or filters, such as the Hodrick-Prescott filter. For example, the most useful transformation of jobless claims is the year-over-year percentage change in the 12-week moving average. The Hodrick-Prescott filter is used to smooth out the infamously volatile productivity series to estimate trend productivity. RiskSim makes it easy to analyze transformed data series. .

For indepth statistical analysis, it is common to use R or Jupyter notebooks--but not all analysts are data scientists! RiskSim provides functionality that can be easily applied to data. RiskSim's DataMatrix facilitates loading transformed price data for use in statistical analysis. Whether it's looking for indicators that can be useful in predicting recessions or bear markets using Logit Regression or dimensionality reduction using eigensystem analysis such as principal component analysis, RiskSim makes it easy for users to explore the data! .

RiskSim is designed for more than security analytics. It is also designed to provide tools to aid in monitoring the macroeconomic environment--which is critical give then impact of macroeconomic shifts on risk management. A flexible set of price transformations, data containers and statistical methods provides users with the ability to take their analysis a step further. .

The only limitation is the existence of fitting securities. Treasury curves. Swap curves vs. 3M fixings or 6M fixings. Currency swap curves that reflect the fx basis. OIS, EONIA, SONIA, SOFR, Prime, SIFMA. Default curves fit to CDS. You name it, RiskSim can produce it.

With RiskSim, you can easily view projected cashflows by component: principal flows, interest, writeoffs, fees, inkind payments as well as track the principal balance, projected coupons and any financing-related flows. In addition, RiskSim can handle withholding taxes which are common in emerging markets.

Say that you are buying AAA assets and levering them up 3-1 at 1M OIS+100bp with a 30% advance rate. With RiskSim, you can set up security financings and calculate leveraged yields as well as track the projected financing flows to see the exact economics of the trade.

You can track projected performance by setting a target (price, spread, yield, OAS) and a time horizon. RiskSim will calculate the horizon return along with the horizon components: income, capital gain, price amortization, horizon price. In addition, you can examine the horizon flows.

In addition to vanilla security types, RiskSim covers things such as BRL swaps, EM linkers, currency swaps. Over 100 security types. Options with various payoffs including one-touch, binary and barrier options. (See Security Types for a full listing.)

While rate differentials have always been important in analysing investments in different currency, following the GFC (Great Financial Crisis), cross-currency basis has played a much more prominent role in determining the relative attractiveness of investments in different currencies. Currency-adjusted yields and spreads are particularly important for investors who routinely hedge their exposures back into a base currency. The Risksim methodology not only generates currency-adjusted rates and spreads, but can decompose the cashflows for security analysis and can break out the "fx carry" when performing P&L analysis.

Devised flexible framework to evaluate CDS vs. cash securities for traders. A default curve is bootstrapped using available CDS maturities. Switch between 100bp running 500bp running or handle changes from spread to upfront points on the fly. For bonds, you can calculate a "default curve OAS" that enables relative value comparisons between CDS versus cash bonds.

RiskSim has implemented three versions of the traditional Merton model to project default probabilities using a firm's debt and its equity price.

RiskSim can generate the price for any contractual securities that are in position. From swaps and swaptions to credit default swaps to perfect asset swaps and cross-currency swaps. Once the appropriate curves are loaded, the Priceloader app can generate the prices.