how we can help
Understand Risk & Return at the portfolio, asset-class, and security level, versus benchmarks or liabilities. Fully explain historical risk and performance with CMS:Portfolio, an industry-leading portfolio analytics platform designed to perform what-if analyses, conduct stress tests and yield curve scenarios, and shock all drivers of risk and return over different horizons.
what we offer
Track Your Portfolios
Easy import portfolio positions and/or transactions. Maintain any number of portfolios, with any number of securities, against any number of indices.
Pre-Trade Analysis
Quickly determine the pro-forma impact of any trade or swap. Risk, return, and cash flow impacts on-demand.
Portfolio Analytics
Risk, Return, and Valuation analytics for any portfolio can be generated between any two dates at any interval.
Benchmark Comparisons
Compare any portfolio to any index at the constituent level. Use benchmark analytics in pre-trade decisions, and identify securities that are dragging on risk or return drivers relative to any index.
Liability-Driven Investment Strategies
Easily load any number of liability schedules. Forecast cash flows for complex portfolios with mixed accrual and settlement conventions, or perform swap analysis to determine cash flow impact. Run scenarios against reserve limits.
Stress Testing
Perform rate shocks, key-rate duration shifts, and other interest-sensitive scenarios against portfolios and individual securities.
Ladder Constructors
Use a list of available securities, schedule of liabilities, target benchmark or a bond search filter as criteria for automated portfolio construction.
Monitoring
Keep tabs on your portfolio - we constantly monitor and (if you wish) alert on price movement, ratings changes, calls, redemptions and other events.
Do you have a portfolio that you would like to analyze on CMS:Portfolio? We can get you up and running quickly, usually the same day. We are serious about Zero Implementation!