The challenge

A mortgage portfolio management team relied heavily on a fragile Excel spreadsheet to manage and report risk. The process depended on error-prone copying and pasting from various external sources, and templates were modified at will, creating audit and compliance issues.

Our solution

Bond Bridge translated the Excel risk sheet into an equivalent REST API that exactly matched the existing analytics. We connected inputs programmatically, with no manual copy and paste, and stored a time series of results in a database. We then linked the analytics to business intelligence reporting for the presentation layer, creating a hands-off risk process.

The challenge

The firm wanted a scalable API process to calculate P&L attribution across a multi-asset portfolio including Treasuries, mortgages and various derivatives.

Our solution

Bond Bridge created a consistent analytics approach across security types and implemented the calculations via a REST API. Raw analytics data was stored in a database and linked to position and pricing data to create custom business intelligence reports capturing daily, monthly and annual P&L attribution.

The challenge

The client had built an extensive, complicated Yield Book batch process with hundreds of lines of commands. Internal knowledge and ownership of the process had moved on, it had no technology owner, and many updates had been delayed.

Our solution

We converted the batch process to a REST API implementation with matching analytics for each asset class. We embedded a clear set of assumptions that gave the client direct control over inputs such as model choices. Output files were produced in exactly the same format as the batch process, so downstream processes continued seamlessly.