Imberg RaPID© is a web-based software (Firefox, Chrome, Edge, Safari) and an Oracle database (SE or EE) covering financial risk, accounting / controlling, regulatory reporting (FINMA/SNB) and treasury for banks and insurers:
Risk
Credit risk:-
- Exposure analysis according to various dimensions, with / without collateral and guarantees
- concentration risk and large exposure analysis with respect to customers, currencies, countries / geography, sectors, industries and other user-defined dimensions
- Stress testing of ratings, probabilities of default, recovery rates
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- Net present value, duration, convexity, yield-to-maturity, option Greeks
- Stress testing of various risk factors
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- Liquidity risk: survival period, gap analysis (marginal, cumulative, and residual), liquidity ratios (liquid / assets, illiquid assets / assets, loan to deposit ratio), funding, management
- Stress testing of various risk factors
- Intraday liquidity (BCBS 248)
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- IRRBB (Interest rate risk in the banking book), budgeting / forecasting
- Sensitivity analysis
- Repricing gaps
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- Loss database
- Modelling of workflows using BPMN
Accounting / controlling
- Balance sheet / profit & loss / portfolios
- Book engine
- IFRS 7, 9, 13 and 17: constant effective yield, amortized cost, fair value, “other risks”
- FTP (Funds transfer pricing)
- RAROC, RORAC, RARORAC
- Time series analysis
- Performance analysis
Limits
- Real time and near time limit checks using flexible criteria like currencies, countries, counterparties, large exposure according to finma / CRR.
- More than 200 pre-defined reports
- Report generator
- Self-service reporting
Finma/SNB reporting
- ARIS (solvency risk)
- AUR (supervisory reporting)
- Basel 3 (own funds)
- BIZI (breakdown interest rates)
- BUWO (reakdown of domestic mortgage)
- HYPO (new mortgages)
- JAHR* (end-year statistics)
- KRED (credit volume)
- KREDZ (lending rates)
- KWERA (Value adjustments and provisions)
- LER (large exposure)
- MONA* (monthly reporting)
- LCR* (Liquidity coverage ratio)
- NSFR* (Net Stable Funding Ratio)
- LMT (Liquidity Monitoring Tool)
- ZIR* / IRRBB (Interest rate risk)
- Optional: Forward looking with new business / forecast.
Treasury
- Deal capturing of money market, bonds, FX spots, nostro transfer and IR / FX swaps
- Real time nostro balance by using MQ Series / swift
- Intraday liquidity / BCBS 248
- Minimum reserve, TLTROs
- Contract hedging
- Pre-deal check / limits
Data connectors
- ETL (extract transform load) for data interfacing to core or trading systems (JDBC, text, SQL, Json Rest, XML SOAP)
- Bloomberg feed
- MQSeries / Swift
- SIX
Data quality cockpit / Data sanity checks
Additional features
- Job control for workflow automation
- Audit trail
Technical requirements
- Server: Windows or Unix
- Database: Oracle SE or EE
- Edge, Firefox, Chrome or Safari
- Excel to Web reporting
Main screen
Balance sheet forecasting
Cumulative default probability
SNB reporting
Interest Rate Risk in the Banking Book (IRRBB)
Real time nostro based on MQSeries and Swift
Scenario comparison based on indicators
