Okay, I made a spreadsheet where you can choose an interest rate in one cell and you can automatically see how it impacts the prices of different securities. This spreadsheet is linked by another one, that recomputes all cash-flows against the new interest rate.
Now all the securities are divided in different time buckets and by using a pivot table I can see what the impact is for securities with different maturities, BUT all against the same interest rate.
I want to be able to do an interest shock on time bucket 1-2 years of 1% and for time bucket 3-5 years of 2% for example. So the possibility Anyone got an idea of how I could do this or kind of tool I should use?
Now all the securities are divided in different time buckets and by using a pivot table I can see what the impact is for securities with different maturities, BUT all against the same interest rate.
I want to be able to do an interest shock on time bucket 1-2 years of 1% and for time bucket 3-5 years of 2% for example. So the possibility Anyone got an idea of how I could do this or kind of tool I should use?
