Simulate and analyse a portfolio based on the impact of changes in market variables such as benchmark movement, volatility, yield, and/or FX.
Move the Benchmark, Volatility, Yield and FX sliders individually or in your desired combination to understand cumulative effects.
With in-built Black-Scholes and bond price formulas, assess option and fixed income positions with precision
Being aware that investment is multi-dimensional, view Sensitivity Analysis by Sector, Asset Class, Country or Currency.
Analyse potential scenarios in different ways so as to gain an in-depth view of impact to portfolio P&L.
Currency as an asset class is often under-estimated in terms of portfolio impact. In a multi-lateral world, investment portfolios are highly exposed to currency movement.
With illio you can view impact on portfolio P&L split by currency exposures.