FINCAD Analytics Suite for Excel Workbook Solutions
CVA/Counterparty Credit Risk Workbook
Take a tour of the Amortizing Swap Portfolio Workbook with Credit Exposure and Credit Value Adjustments (CVA) in FINCAD Analytics Suite for Excel. This workbook solution lets users:
- price a portfolio of amortizing swaps and provides appropriate risk statistics and cash flows
- calculate the credit exposure (CE)
- calculate the credit value adjustment (CVA)
Scenario Analysis Workbook
Watch a demo of the Sensitivity Analysis Workbook. This workbook solution lets users:
- scenario analysis of their interest rate derivatives portfolio by specifying multiple curve shift scenarios