Portfolio Services

Portfolio Service is a robust suite of enterprise portfolio management and risk reports for banks. This service is a comprehensive reporting solution, enabling a bank to effectively and easily analyze their portfolio, manage risk, comply with oversight, and set bank strategy.

Thomas Ho Company is comprehensive and unique in that its analytical coverage includes all bank balance sheet items. Furthermore, Thomas Ho Company Portfolio Service utilizes well established proprietary models, including arbitrage-free interest rate models, credit models, prepayment-default models, key rate durations and more.

These reports can be delivered by email to our clients as set-up periodically, or can be accessed using our THC Decisions portfolio management web-based interface. Custom reporting is also available to our clients.

Just some of our over 50 available reports include: (Please mouse over a report to view an example)

Interest Rate Risk Reports

Interest Rate Risk IRR - Three Cycles Comparison Key Rate Duration Par Key Rate Duration Key Rate Vega

Portfolio Profile Reports

Standard Portfolio Portfolio Analytics Executive Summary Ratio Report Horizon Analytics

Profitability Reports

Gain/Loss Gain/Loss Volatility Gain/Loss Stress Test Duration Convexity

Credit Risk Reports

Mortgage Credit Risk Analytics Credit Profile Guarentee Fees & Default Dollars Analysis

Liquidity Risk Reports

Expected Gap Analysis Expected Monthly NII Analysis Monthly Cash Flow Mortgage Analytics

Stress Test & VaR Reports

NII Stress Test NII Variability Delta Normal VaR Prospective Performance VaR

Portfolio Optimization Reports

NII Optimization Duration Optimization Total Return Optimization Cash Flow Defeasance Optimization

Other Reports

Fair Value Hedge Performance Attribution Yield Curves Single Cycle Yield Curves Trends Market Passthrough Anayltics