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 others user defined dimensions
- Stress testing of ratings, probabilities of default, recovery rates
Market risk
- Net present value, duration, convexity, yield-to-maturity, option Greeks
- Stress testing of various risk factors
Liquidity risk
- Liquidity risk: 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)
ALM / interest rate risk
- IRRBB (Interest rate risk in the Banking Book)
- Sensitivity analysis
- Repricing gaps
Insurance risk
Operational risk / ERM / ICS
- Loss data base
- Modelling of workflows by 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
- Customer / product performance analysis
Limits
- Real time and near time limit checks using flexible criteria like currencies, countries, counterparties, large exposure according to CRR
Regulatory
- CRR (Capital Requirements Regulation, 575/2013): Pillar I for credit risk, Large exposure, ICAAP, ILAAP
- LCR (Liquidity coverage ratio), NSFR (Net Stable Funding Ratio)
- AMM (Additional Monitoring Metrics)
- LMT (Liquidity Monitoring Tools)
- IRRBB (Interest Rate Risk in the Banking Book)
- Central Bank BRF reporting for UAE
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
- Pre-deal check / limits
- ETL (extract transform load) for data interfacing to core or trading systems
- Bloomberg feed
- CEIC / EMMI
- EUROSTAT
- SIX / Telekurs
- Avaloq
Data quality cockpit / Data sanity checks
Additional features
- Job control for workflow automation
- Check lists
- ACL (access control list)
- Audit trail
- Data warehouse
Technical requirements
- Server: Windows or Unix
- Database: Oracle XE, SE and EE
- Internet Explorer, Firefox and Chrome
Reporting
- More than 100 pre-defined reports
- Report generator
- Excel to Web reporting
