One analytics engine, every asset class, every scenario, unlimited portfolios.

FinX AMP

Cloud-native platform for complex asset valuation, cash-flow forecasting, and scenario-based risk. Millions of instruments covered across all fixed-income asset classes with private security modeling via the Private Deal Author.

• Real-time pricing and analytics
• Cash-flow projections and scenario analysis
• Private security modeling via Private Deal Author
• Industry-leading structured deal waterfalls
• Portfolio-level aggregation and reporting

Scenario Analytics

Scenario modeling to evaluate portfolio performance under market, economic, and liability cash-flow paths. Full revaluation at every horizon point, under every scenario path.

• Interest rate shock scenarios
• Credit spread widening and tightening
• Prepayment speed variations
• Liability cash-flow projections
• Custom multi-factor scenarios

Stress Testing

Stress-testing framework for regulatory compliance and internal risk management. Templated scenarios for BMA, NAIC VM-22, NY Reg 7, DFAST, CCAR, Basel III, plus custom macroeconomic factors.

• Regulatory scenario templates (BMA, VM-22, DFAST, CCAR, Basel III)
• Macroeconomic factor integration
• Loss forecasting and capital adequacy
• Liquidity stress analysis
• Automated reporting and documentation

Risk Modeling

Advanced risk analytics including duration, convexity, OAS, and key rate durations, across 19 workout types, for comprehensive portfolio risk management and asset-liability matching.

• Value-at-Risk (VaR) calculations
• Duration, convexity, and DV01 analytics
• Option-adjusted spread (OAS) with stochastic models
• Key rate duration profiles
• Risk attribution and decomposition

API & Data

RESTful APIs, Python SDK, and the Investment Data Warehouse for programmatic access to every FinX analytic. JupyterHub, enterprise SSO, and real-time data ingestion.

• RESTful API with comprehensive documentation
• Investment Data Warehouse with real-time ingestion
• SDKs for Python and JavaScript
• JupyterHub for collaborative analysis
• Enterprise SSO and SOC 2 Type II certification