ZMdesk is a complete modeling tool for any type of fixed-income instrument. Below are some examples of the people who use our system and the decisions they make with ZMdesk. These positions are typically in banks, credit unions, corporate credit unions, government-sponsored housing agencies, money managers or insurance companies.
Evaluate coupon features (fixed, floating, stepped, etc) and option exercise structures to determine lowest funding cost.
Perform swap analysis to transform fixed or floating debt structures as needed.
Determine optimal exercise of embedded options.
Makes investment decisions based on rigorous total rate of return calculations and advanced option-adjusted pricing.
Forecasts net income under a variety of business strategies to determine optimal asset/liability mix to maximize net-interest income within defined risk parameters.
Calculates Economic Value of Equity in various shocks to ensure compliance with internal policies and regulatory guidance.
Utilizes various Value at Risk and Earnings at Risk methodologies to systematically analyze risk to income and market value.
Performs risk based capital calculations.
Achieves highest spread over funding costs by examining different combinations of margin, index, caps, and floors on adjustable rate loans.
Designs custom over-the-counter swaps, swaptions, and futures to achieve acceptable market value risk profile.
Portfolio Manager or Strategist
Analyzes client portfolios to uncover bond swap and trade recommendations that fit client's risk return profile.