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Risk analytics can be calculated on a real-time basis. These include:

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• Exposure breakdowns

• Multi-asset class scenario stress-testing with all Greeks

• Price-yield return matrix

• Monte Carlo value at risk  (Mersenne Twister or  Linear Congruential) …. OR

• Historical value at risk

• Beta correlations  (Vanilla, or upside/downside)

• Liquidity

• Maturity bucket breakdowns

• Curve shift analysis

• Duration and modified duration

• PV01’s and cash bucketing

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