Our deep and extensive modeling, scenario and simulation capabilities can help you meet international and national regulatory reporting requirements. Build behavioral-based models, apply shocks across risk factors and generate forward-looking financial projections with traceability down to individual account or position levels.

Gain a comprehensive view of liquidity risk, including forward/forward simulations and liquidity-specific metrics and indicators. Apply balancing and formula-based rules to optimize future funding, evaluate the impact of encumbrance and haircuts, and confirm the ongoing viability of contingent funding plans.

Establish a comparable, transparent and compliant profitability measurement system that accurately reflects the real costs of liquidity, funding and capital within the total internal funding price, helping you define the right incentives across the profit centers and products to drive sustained profitability.

Quantify and monitor market risk across trading and the banking book so you can identify and evaluate risk wherever it originates, reliably measuring and proactively managing your institution’s exposure.

Overcome subjectivity embedded in user-defined interest rate forecasts by applying term structure models or historic simulation to create a wide range of future interest rate paths. The paths are combined with balance sheet assumptions to calculate possible earnings and market value distributions.

Comply with accounting compliance under IAS 39 and IFRS9 while supporting the expected industry adoption of dynamic risk management and hedge accounting for micro and portfolio fair value hedging. You can also stress test your balance sheet to evaluate how hedge relationships impact income and reserves.

Enable comprehensive support for all IFRS 9 impairment procedures and provide efficient and dependable calculation of booking and disclosure impairment information.

Enable long-term financial and capital planning for your balance sheet through comprehensive forecasting of income statements, including dividends and retained earnings and reserves.

Evaluate and manage credit risks in a portfolio by calculating unexpected losses and identifying the capital required to support against those risks.

Support capital planning activities by providing scenario and stress testing for ICAAP across Pillar 1 and Pillar 2, and apply different models for calculating and flexing risk weighted assets (RWAs) and related collaterals for capital and ICAAP/CCAR analytics.

Address the data, controls and governance aspects of IRRBB reporting in a comprehensive manner. This integrated risk solution helps you unlock business value in the reporting process, as well as demonstrate proper control of IRRBB to your regulator.

Consolidate position data from multiple sources while correcting, transforming and aggregating it for risk management analysis. Gain clear transparency, audit trail and change control.

Access the complete, risk-adjusted picture of your profitability by assessing the performance of managers, branches, business units/LOBs, products and customers in as much detail as necessary, starting at the individual instrument.

Evaluate, forecast and control your financial risks while accelerating calculations with cloud-native architecture. You can gain a holistic view of key risk metrics across interest rate risk, earnings and profitability, liquidity, credit, forecasting, hedging and capital, and understand how changes in balance sheet quality and composition under shifting market conditions impact your firm’s financial and regulatory performance.