MBB RISK ENGINE
SPEED
·
PRECISION
·
OVERVIEW
Portfolio
Risk
Scenario
Market
PDE
Prepay
Docs
Core
Portfolio
Create / edit holdings
Risk
Greeks & sensitivities
Scenario
Shock / curve sweeps
Input
Market Data
Curves, vols, calendars
PDE Settings
Grid & solver controls
Prepayment Model
Edit CPR logic
Docs
Docs
Book / theory / contact
General
About
Portfolio
This page manages the input portfolio only (Load / Apply / Calibrate Z-SHIFT / Reset / Clear / Download CSV). Run Risk and Scenario from the top menu.
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©
2026
Niels Rom
Disclaimer
Trade date
Trade date
Defaults to today (even if not a business day).
Active prepayment model