Razor™ is an open application that allows balance sheet managers to aggregate, measure, monitor and restructure the market and liquidity risk of the balance sheet. It supports:
- a full range of assets, liabilities and off-balance sheet products;
- flexible facilities to maintain a chart of accounts and to group and consolidate transactions;
- a suite of traditional analyses including static and dynamic gap reports, static and dynamic liquidity reports, duration and convexity reports;
- a suite of advanced analyses including dynamic balance sheet income simulation, value at risk, and market value sensitivity analysis; and
- a comprehensive earnings at risk framework including losses from credit events.
- Several features are supported to facilitate integration with your existing environment including real-time data feeds, interfaces to position and market data, and APIs to link proprietary and third-party models.
Razor™ can be operated interactively with outputs available in the form of user-configurable tabular and advanced graphical displays. Output may be viewed on-line, printed directly or exported to spread sheets or reporting databases including the Razor™ Reporting Database.