TPG Software announced that the Portfolio Genius Analytics Module for fixed income investment accounting provides compliance with recently-issued guidelines stated in the FDIC Advisory on Interest Rate Risk Management. The module’s functionality includes the ability to stress forward cash flow projections and quantify the effects of interest rate risk shifts +/-400 basis points on your portfolio. The module also calculates total return, price, yield, average life, modified duration, convexity, and capital exposure under “what-if” scenarios.
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