THC Decisions: Web-Based Portfolio System

THC Decisions™ is a financial analytical system supported by state-of-the-art financial engineering research. It provides valuation, return analysis, risk simulation, portfolio and balance sheet performance evaluation. At the core of this system are sophisticated pricing models for a broad range of financial instruments.

Based on the financial models, THC Decisions™ has a powerful report generation system as well. This system provides a wide range of reports. We provide three levels of reports: summary, portfolio, and single security report. Summary reports provide the portfolio overview, historical trend comparison, and industry-wide reports. Portfolio level reports provide feature reports, such as retrospective analysis, prospective analysis, risk measurement analysis, Net Interest Income simulation report, VaR report and more. Single Security reports enable customers to dig into the detail analysis for a particular security. Further, we provide reports for market data, such as yield curves and spreads.

JUST SOME OF THE HIGHLIGHTS OF THE SYSTEM:

Easy to Use
To determine a bank's Net Portfolio Value, just submit the standard OTS files via the web. The system can electronically send back a variety of reports, such as an Interest Rate Report.
Timely
Multiple processors are used to generate reports. The processing time is minimal.
Marking-to-market for Portfolios
Extensive market prices from trading desks are used to provide a comprehensive marking-to-market capability for asset portfolios. Non-tradable assets and liabilities are valued using robust financial models.
What-If Analysis
Banks can determine the impact on net interest income and balance sheet value under a set of scenarios.
Performance Attribution.
Banks can analyze the sources of economic value-added from the previous quarters.