Tools in Advanced Income Shock

You have the ability to create, save and retrieve back test sets that have results in all seven shock scenarios.  With each set, the assumptions for growth, reinvestment rates, index rates, and prepayment speeds are saved, so that you can easily determine the assumptions in effect at the time the back test set was saved.

As with all our other interest rate risk tools, the back test tools include reports that allow you to analyze and archive the variances between your projections and actual results at a selected timeframe.  Plus you can see on screen a comparison between your saved back test projections and actual results, along with the associated volume & % variance.