FinMetrics

With the Spotfire S+FinMetrics module for TIBCO Spotfire S+, quantitative analysts and statisticians apply comprehensive econometric, time-series and asset pricing methods for applications in stress testing, asset valuation and portfolio analysis, risk modeling and aggregation, backtesting, and capital modeling. Banks, investment, insurance, and other financial services organizations can further leverage TIBCO Spotfire Statistics Services to deploy financial modeling to a broader base of business professionals through interactive Spotfire applications to better manage risk, optimize asset performance, and predict market conditions.

TIBCO Spotfire S+ Video: Product Overview

  • Apply econometric models for applications in banking, investment and insurance 
  • Package analytics for reuse in interactive Spotfire applications 
  • Give business professionals the ability to perform scenario planning and what-if analysis 
  • Tap into the talent pool of recent graduates who use R—without the cost of retraining

Key Features

  • Rolling estimation and backtesting strategies 
  • Nonlinear, regime switching time series models: threshold autoregressive, smooth transition autoregressive, and Markov switching autoregressive models 
  • Kalman filtering and smoothing algorithms for state space models 
  • Univariate GARCH modeling for predicting volatility 
  • 18 types of parametric copula classes are implemented for visualization, estimation and simulation 
  • SIA standards for fixed income calculations Yield, conversion between spot rate, discount rate, forward rate, and yield curve estimation and interpolation 
  • Estimation and simulation functions for two of the most popular classes of Affine Term Structure Models (ATSM), Vasicek and Cox-Ingersoll-Ross 
  • Standard and Exotic options pricing models for equity, fixed income and foreign currency

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Spotfire's interactive information visualization and analytic solutions give users a remarkable experience for quickly and easily querying data and reporting results for superior business intelligence. From portfolio management and customer retention programs to key processes such as CRM, marketing, research, bioinformatics, yield and asset management and design for manufacturing, enterprises around the world rely on Spotfire's business analytics software to improve operational performance.

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