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.
One of the early quants at former Wall Street heavyweight Salomon Brothers, Dr Lance Smith has a rich mathematical background, but believes there is much more to risk management than the mathematical models.
NEW YORK – January 29, 2015 – Imagine Software, a leading provider of real-time portfolio and risk management solutions for the global financial services industry, today announced that it has partnered with XTF Inc. to provide clients with advanced data for exchange traded funds and the ability to conduct integrated analytics on portfolio positions and derivatives.