Over the last 15 years ANALYSIS has developped applications and services dedicated to the interest rate instruments evaluation and  bond portfolios risk management:

  PromotioWin for analysis and evaluation of mark-to-market debt securities (yields, repos , postion-keeping, fair price evaluation)

  RISK for bond portfolios risk management (money-market zero-coupon curve and government bonds term structures historical data,         transactions-based portfolio management and comprehensive tools for evaluating portfolio VaR).

ANALYSIS has currently one of the most extensive database of corporate banking bond issues and software capable of analyzing in detail the characteristics of bonds and calculate all the main indicators of risk and profitability.  The software applications also have forms that are appropriate to provide fair assessments on price structures with simple plain vanilla or optional features.

 
For evaluating fair value of complex interest rate such as structured bonds, volatility products and swaptions or hybrid instruments such as index/equitycurrency/commodity linked,   ANALYSIS provide a specific service delivered through an Application Service Provider interface. 

ANALYSIS only for this specific service also makes use of external partnerships in order to cover a broad spectrum of needs.

The service, through a simple Web interface, allows the customer to take advantage of the following two modules:

    Displaying of portfolio holdings to facilitate the end-user in the validation process of each instrument terms and conditions assumed from the original Prospectus.

     Displaying the price decomposition of each instrument also including an optional component with the main coefficients of sensitivity (delta, vega and rho)

The theoretical approach used for the enhancement of price is based on specific models (Libor Market Model, White Hull) made ad hoc and calibrated based on the specifications contained in the "Terms and Conditions" of each structured product.

 

Analysis is also a client service center in Italy for the Monis XL software, developed by SunGard - Monis division.
Monis XL is the leading European software application in the evaluation of convertible bonds, but can also cover a wide range of interest rate instruments.
It 's a software dedicated to the most sophisticated players, easy to use (Excel based) and advanced mathematical content. Monis XL convertible bonds can develop very complex and so-called "hybrids" structures.  The form calculates all the core indicators for the analysis and for the hedging of these instruments. SunGard Monis is also developing other modules, always based on MS-Excel, dedicated to the evaluation of equity / index / FX and interest rate derivatives.