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:
Our Cases
Risk, 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
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)
- Sensitivity analysis
- Repricing gaps
- Capital Management Plan (CMP)
Basel IV
- 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
Technical requirements
- More than 200 pre-defined reports
- Report generator
