IR Hedging Matrix & Portfolio Analytics
Nowadays, it is common practice to utilize fixed income instruments to hedge against the unpredictable equity market. However fixed income instruments have their own interest rate risk that requires hedging as well.
Imagine’s interactive interest rate hedging tool, the IR Hedging Matrix, enables users to evaluate interest rate risks associated with any portfolio, book, or ledger, and returns the number of hedge contracts needed to hedge the interest rate risk.
LONDON – Febrary 1, 2016 – For the second consecutive year, Imagine Software has been named the "Best Real-Time Portfolio, Risk and Regulatory Solutions" firm by The Hedge Fund Journal. The award was announced at the January 27th celebratory dinner in London.
Even a modest breakup of the euro, such as the departure of Greece, would send the S&P 500 down 10 percent and with contagion effects knock 17 percent off the value of a long/short equity portfolio, said Dr. Lance Smith, CEO of Imagine Software.