SmartModels™ Software Suite Overview

SmartModels™ is a state-of-the-art financial analytic suite that solves a variety of complex financial and business workflow problems common in public and corporate finance.  SmartModels™ is installed as a Microsoft® Excel® add-in using Microsoft® .NET and Microsoft® Visual Studio Tools for Office technology. Exposure Management LLC provides an SSL encrypted, highly secure extranet for the SmartModels™ user. By logging in, a business can track software usage, and perform administrative tasks such as update passwords, add clients, and access software license information. SmartModels™ analytics are grouped in the following categories:

 Technology Infrastructure and Capital Structure Profiling

Library is a state of the art debt and derivative database solution storing CUSIP level trade data from EMMA and comprehensive bond details including refunding genealogies. Use Library to track issuer refunding opportunities, financing economics, and swap valuations all emailed to pre-specified coverage teams.

Stage I performs automatic debt profiling with Bloomberg™ link. In seconds create presentation-ready charts, series summary and refunding reports, debt service schedules, even bond and derivative valuation.  

 Cash Flow Analytics

Stage II-III are cash flow risk management analytics that solve for the combination of exposures (bond, investment, derivative) that minimize risk or capital cost subject to user-defined constraints.

Capital is the first ever debt and derivative structuring tool that delivers optimal risk-adjusted finance solutions by assessing relative value across markets on a maturity by maturity basis.  

Refund performs refunding screens optimizing savings across multiple limited-capacity debt markets.  Rank results by savings on a percent basis, dollar basis or by refunding efficiency.

Escrow uses Bloomberg™ link or user entered prices to solve for up to twenty yield restricted or unrestricted escrows simultaneously with SLGS, UST Bills, Notes, Bonds, principal and interest STRIPS, agency securities, even pre-refunded municipals.   

Mark-to-Market Analytics

Curves is a yield curve analytic tool which explains 99%+ of yield curve movements. From this statistical model, Curves provides a full distribution of possible bond and swap values out to the end of the analytic horizon.

Investor is a multi-period, multifactor investment simulation and optimization tool offering asset allocation solutions with rebalancing, Value-at-Risk and other essential investment metrics and analytics.  

Aggregate/Enterprise Risk Analytics

Balance is designed specifically for the market risks faced by 501c3s face, often managing significant market risks on both sides of the balance sheet.              

Corporate is a comprehensive enterprise cash flow model that delivers performance statistics and probabilities for all components of the modern business. 

Calibrator is an historical data analysis tool that solves the challenge of finding suitable parameters for the powerful market models implemented in other SmartModels™ applications.