BOND PORTFOLIO DURATION-BASED TACTICAL SWITCHES IMPLEMENTATION PROCEDURE



Financial solutions home page

  1. Log into your account or if you are a new user, register your account and enable two factor authentication.
  2. Click on the [Bond portfolio management] button, this will take you to the Bond portfolio duration-based tactical switches parameters page.

Bond portfolio duration-based tactical switches parameters page

  1. Enter the name of bond portfolio.
  2. Select the name of currency of valuation from the drop-down list.
  3. Enter the name of hedging fixed income securities.
  4. Enter the current value of the bond portfolio.
  5. Enter the modified duration of bond portfolio in years.
  6. Enter the current value of available hedging fixed income securities. This is the known value of hedging fixed income securities that can be accessed. If the valued is unknown but deemed large enough and therefore sufficient, enter a value high enough to enable absorption of current hedging requirements. Any hedging requirements exceeding the known available reserve are recorded by the system as external and current known reserve indicated as insufficient.
  7. Enter the modified duration of hedging fixed income securities in years.
  8. Enter the target portfolio modified-duration after hedge is applied in years.
  9. Enter the expiry period of the tactical switch in years.
  10. Click the submit button and this will take you to the output display page.

Output display page

  1. You can view pricing model output together with input parameters you entered.
  2. At the bottom of the page you can click on the button to create database record for the current model output. This will take you to the create database record page where you should click on the create button to create the database record.
  3. After clicking on the create button to create the database record, you will be taken to the database records view page, where you can scroll vertically or horizontally to view database records including the one you just created.
  4. You can filter database records according to the currency of valuation using the filter box. You can click on the details link on the extreme right of a particular database record, this will take you to the particular database record details page.