exact.works / Interest Rate Risk Analyzer

Asset-liability management and net interest income sensitivity analysis, including rate shock modeling, duration gap analysis, and EVE calculation.

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NII sensitivity analysis completed across standard rate shock scenarios

Duration gap and EVE sensitivity calculated

ALM dashboard with key risk metrics delivered

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Asset-liability management and net interest income sensitivity analysis, including rate shock modeling, duration gap analysis, and EVE calculation.

TypeScript

Financial Services / Banking

Discrete, Continuous

1 contributor

SAISA-Exacted

Independent review

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