Imberg RaPID© is truly integrated web-based software covering financial risk (credit, liquidity, interest rate, market), accounting / controlling / forecasting, CBUAE (BRF) regulatory reporting and treasury for banks:
Risk and Asset & Liability Management (ALM)
Credit risk- Exposure analysis according to various dimensions
- 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
- Net present value, duration, convexity, yield-to-maturity, option Greeks
- Stress testing of various risk factors
- 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)
- IRRBB (Interest rate risk in the Banking Book)
- Sensitivity analysis
- Repricing gaps
- Capital Management Plan (CMP)
- Market
- credit
- operational
- currency
- leverage ratio
- settlement
- capital sheet
Accounting / controlling
- Balance sheet / profit & loss / portfolios
- Book engine
- IFRS 7, 9, 13: 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
CBUAE reg reporting
Covering the BRF, FRE and IBRF reports with
- True integration with the internal risk management
- Full drill-down to the underlying data
- Self-service reporting
- Excel to Web reporting
- Data sanity checks
- Historical comparison
- Forward looking
- State-of-the-art user interface
- Cross validation
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
- 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
Data quality cockpit / Data sanity checks
Additional features
- Job control for workflow automation
- Audit trail
Reporting
- More than 200 pre-defined reports
- Report generator
Main screen
Balance sheet forecasting
Cumulative default probability
CBUAE reg reporting
Interest Rate Risk in the Banking Book (IRRBB)
Real time nostro based on MQSeries and Swift
Scenario comparison based on indicators
