Apps

JSON risk App

An open source multi-tenant risk system based on JSON risk featuring

• support for all JSON risk instruments and features
• data backend with storage of market data, portfolios, scenarios, timeseries and more
• support for ad-hoc calculations in the browser on client hardware
• support for batch calculations on the server hardware
• straightforward multi-tenant and cluster setup
• simple identity and access management supporting passwordless login
• flexible extension framework

Open app

Bond and loan analysis

This app provides basic interest rate risk analysis for bond and loan instruments, providing

• cash flow generation and analysis,
• interest rate sensitivities and analysis of six regulatory interest rate scenarios,
• FTP analysis including fair rate, gross margin and risk transfer charges.

All calculations are purely browser based.

Open app