Market Risk Analysis (Censrisk™)

Supported Asset Types

1.     Spot market—Securities

Publicly traded stocks

Over-the-counter (OTC) stocks

Emerging stocks

International stock indices

Domestic mutual funds

Foreign mutual funds

Individual foreign stocks
(China, Hong Kong, Philippines, Malaysia, South Korea, Singapore, and Thailand)

 

2.     Spot market—Interest rate instruments

Government bonds

Corporate bonds (fixed rate, floating rate, or inverse floating rate)

Currency instruments (loans, deposits, and accounts receivable)

Convertible bonds (CB)

Perpetual bonds

Foreign bonds

 

3.     Spot market—Exchange rate instruments

Exchange rate instruments

 

4.     Derivatives—Securities

Options (call warrants, TXO, SSO, TFO, TEO, MSCI, OTC, XIO)

Stock indices futures (TX, MTX, TF, T5F, STW, MSCI, GTF, and XIF)

Single-stock futures (SSF)

 

5.     Derivatives—Interest rate instruments

Interest rate swaps (IRS)

Forward rate agreements (FRA)

Cross currency swaps (CCS)

10-year Treasury note futures

30-day interest rate futures

Interest rate options (caps/floors/collars)

Equity-linked notes (ELN)

Convertible bond asset swaps (CBAS)

Asset securitization—
MBS and CMO

Bond options

Foreign CBs

Foreign CBAS

 

6.     Derivatives—Exchange rate instruments

Forward exchange (FX) contracts

Currency swaps

FX options

FX barrier options

 

7.     Derivatives—Commodities

Gold futures (denominated in TWD)

Gold options