Risk analytics software for ALM, treasury, and derivatives teams

Risk,explained

See what changed. Understand why.

Run scenarios, explain movements, and trace risk metrics back to the contracts, assumptions, and market moves that produced them.

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Faster scenario answers

Consistent EVE, NII, and attribution

Movements explained from their drivers

Less reconciliation after the fact

Two products. One engine.

ALM Studio models the balance sheet from individual contracts. Derivatives Studio covers trading and front-office risk. Both share the same analytical core, with Excel, Python, C#, and API workflows.

Balance-sheet analytics with full traceability

For treasury and ALM teams at banks and financial institutions.

Example outcome

Explains exactly why EVE and NII moved, down to rate changes, new contracts, and model effects.

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Derivatives analytics with P&L explain and margin attribution

For trading desks and front-office risk teams.

Example outcome

Shows how P&L or margin moved and what each trade, curve shift, and model update contributed.

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What makes MASTIX different

Exact sensitivities from the valuation itself

The hard part is not just calculating a number. It is calculating the number and its drivers fast enough to use for interactive analysis.

MASTIX uses Adjoint Algorithmic Differentiation (AAD) to compute sensitivities as part of the valuation calculation itself. The same calculation produces prices, sensitivities, and attribution, so scenarios can be analyzed without separate calculations for each output.

All sensitivities from one calculationScenarios ready for interactive analysisOne engine across EVE, NII, and attributionResult changes traced to their drivers

When valuation, sensitivities, and attribution come from the same cash-flow engine, analysis becomes faster, more consistent, and easier to explain.

In production

Munksjö corporate treasury

Analytical layer alongside the Treasury Management System

Selected ALM Studio after evaluating multiple alternatives for broad instrument coverage, workflow flexibility, and direct access from Excel and Python.

Use cases

Broader balance-sheet risk coverage than a TMS-only setup
Direct hands-on analysis from Excel and Python
Credit risk modeling on accounts receivable

In implementation

European bank treasury, ALM, and risk reporting

Analytical engine for treasury, ALM, and risk reporting

A European bank is implementing ALM Studio across treasury, ALM, and risk reporting, with the platform already in use for day-to-day risk management.

Use cases

Full balance-sheet modeling across treasury, ALM, and risk reporting
Advanced risk metrics for treasury and ALM workflows
IRRBB on the same engine as the rest of the analytics

Benchmarks based on internal test environments and client implementations.