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:
Our Cases
Risk, Asset & Liability Management (ALM)
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
Market Risk
- Net present value, duration, convexity, yield-to-maturity, option Greeks
- Stress testing of various risk factors
Liquidity risk
- 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)
ALM / interest rate risk
- IRRBB (Interest rate risk in the banking book), budgeting / forecasting
- Sensitivity analysis
- Repricing gaps
Operational risk / ERM / ICS
- 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 SOA
- 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
