Imberg RaPID© is an integrated risk management platform for interest rate, rate of return, market, credit, liquidity risk, Asset & Liability Management and regulatory Central Bank reporting. The following describes the IRRBB part only.
Our Cases
Risk, Asset & Liability Management (ALM)
Stress testing of rate curves
A Bank must, at minimum, include in its stress test scenarios the impact of 200 basis point upward and downward parallel change in interest rates in addition to other scenarios in order to calculate EVE and NII. Imberg RaPID© allows defining various scenarios in a flexible and easy way.
Other stress testing
In addition, stress scenarios must include conditions under which key business assumptions and para meters break down.
Imberg RaPID© allows defining behavioral and credit stress like:
The parametrization of these stresses can be done in an easy way by using drop downs, or more sophisti cated by using mathematical formulas:
- Changes of macro-economic factors like GDP, oil price, inflation rate etc.
- Redemption
- Replication
- Delayed payments
- Prepayments
- Drawdown
- Changes of the default probability
- Guarantees
- Prolongation
- Rating change
- Changes of the LGD / recovery rates
Additional functionality
- Integrated ETL (Extract Transform Load) for easy and fast data integration (text, SQL, Json Rest, XML Soap).
- Reconciliation between Core Banking System and Accounting.
- Job Control for automating processes
- Drill-down on almost every report to the single transaction.
- Principle of 4 eyes
- Scenario comparison
- Audit Trail for all modifications.
- Data quality cockpit in order to measure the data quality and amend / correct data.
- Workflow (BPMN) for process modeling.
- Workflow management using BPMN
- Full drill-down to the underlying data
Reporting
Imberg RaPID© has more than 150 standard reports, which allows fine tuning and customization.
Imberg RaPID – IRRBB (Interest Rate Risk in the Banking Book)
