Portfolio Review
The portfolio review allows the investor to better understand the risks and potential portfolio rewards. This user-friendly report includes sector analysis reviews and a benchmark comparison and is a great tool for in-depth analysis.
Swap Analysis
The swap comparison report includes a total return differential graph, details of the swap transaction, and individual security return simulations. These reports can be customized to include cash flow and portfolio alterations, as well as book and taxable equivalent data depending on the nature of the swap.
Bank Peer Group Comparison
This report allows commercial banks to better understand portfolio and balance sheet positioning compared to similar asset size competitors.
GKST Bond OptimizerSM
The GKST Bond OptimizerSM, using the Dual-ViewSM income preference model, identifies optimal bonds based upon expected return analysis. It features a selectable tax bracket, interest rate and horizon and measures the resilience of security performance. In addition, the GKST Bond NavigatorSM searches through a wide array of bonds to graphically identify optimally performing bonds based upon expected return analysis and unique, client specified criteria.
Performance Monitor
This report allows clients that regularly run portfolio reviews to monitor and display key performance metrics over time and versus a relevant benchmark.
Income-Loss Curve
This report graphically displays the price, income, and total return components for a single security across a specified interest rate vector. The report can also be utilized at the portfolio level.
Leverage Strategies
The GKST leverage report provides a detailed analysis revealing added value through a carefully crafted borrowing and reinvestment strategy. It provides investors with essential cash flow, income, and total return on both the assets and liabilities. A key highlight of this report is its unique display of performance across both interest rate stress and time.