Scenario

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

Scenario

Ready. Set inputs, then press Run in the minibar.

Define the rate-shift grid in %. Use Run in the minibar to calculate.

Outputs

Use the tabs to switch between output types.

Shifts–

Bonds–

Rows–

σ buckets–

Bond

Portfolio: Value vs Shifts

Bond: Value vs Shifts

Select a primary bond, then use “Select bonds…” to add more series to the charts.

Heatmap

Scale Ref Contrast

Scenario Table

Use the minibar download button to export CSV.

© 2026 Niels Rom

Trade date

Trade date

Defaults to today (even if not a business day).

Active prepayment model