Our flagship product, ZMdesk, delivers trading-quality valuation analytics, complete market risk reporting and full balance sheet income simulation in a single application that is easy to implement and use. Our clients quickly realize a positive return on investment by eliminating overlapping legacy systems and increasing staff efficiency with ZMdesk.
Comprehensive analytics for
ALL domestic bonds, derivatives, deposits, loansMultiple arbitrage-free, market-calibrated term structure models
Duration, convexity, key rate durations, spread duration, prepay duration, vega
Monte Carlo and Historical Value at Risk (VaR)
Guaranteed instrument coverage
Comprehensive asset/liability
model
GAAP and FASB compliant income simulation
Earnings at Risk (EaR) simulation and reporting
EVE reporting
Gap reporting
Unlimited balance sheet growth, pricing and rate scenarios
Seamless third-party integration
Bloomberg API for market and instrument attribute data
Intex Solutions for CMO and ABS cash flows
Markit for CMO and ABS cash flows
LPS Applied Analytics (formerly AFT) for prepayment modeling
Andrew Davidson & Co. for prepayment modeling
Bondswap and leverage simulationDrag and drop bonds to buy or sell
Drag and drop funding alternatives
Modern technology
Microsoft SQL Server Database
Microsoft .net framework
Microsoft C# programming language
Supports parallel processing
Microsoft Excel reporting and exporting
Extendable to web for browser-based solutions