DurationDesk

DurationDesk is a web app for small-to-mid finance teams to quantify and monitor interest rate risk without buying an enterprise ALM platform. Users upload a simple positions file (loans, bonds, deposits, swaps) or connect via read-only APIs to custodians/ERPs, then the app calculates key exposures: duration, DV01, convexity, and scenario P&L under parallel shifts and curve twists. It generates a weekly “rate risk brief” that flags concentration by maturity bucket, floating vs fixed mix, and hedging gaps versus a target risk budget. It’s a traditional app with light AI: an assistant that maps messy spreadsheets into a standardized schema, explains drivers of exposure in plain language, and drafts board-ready summaries. The product is intentionally narrow: fast setup, clear metrics, and repeatable reporting—no sprawling treasury suite promises.