SmartModels Stage I: The Technology Backbone of Public Finance

Stage I is the ultimate debt profiling application. Using our Bloomberg or other data service links, analysts can create accurate public debt profiles including bond details, debt service schedules, and even color coded "debt paints" in seconds.  As the initial phase of a complete debt or risk management analysis, Stage I preps the data for all other SmartModels analytics and even standard bond software.

• User-definable lists provides ultimate flexibility in managing credit, risk type, rating, swap information, insurance, and much more all with customizable reporting.
• Debt profile including refunding genealogy report with color maps, customizable header data, and full accounting of defeased and refunded bonds.
• Bond and option valuation from one of three models: Black-Karasinski, Black-Derman-Toy, or Hull-White.
• Complete set of debt schedules including those sorted by index type and risk profile.
• Notional schedules for swaps exposures to risk positions are automatically generated from underlying bond amortizations.

Related Resources

Additional information related to debt profiling and Stage I can be found in the links below:

Debt Profiling Quiz - Basic

Debt Profiling Quiz - Advanced

Stage I - Debt Profile Reports