Analitica RiskSuite™
Flexible and Integrated
Asset Liability Management
Platform
RiskSuite™ is a flexible integrated platform for asset liability management.liquidity risk management.funds transfer pricing.operating liquidity management. regulatory compliance.
It supports better business decisions based on scenario analysis, providing a forward-looking view from a combined risk and financial perspective. Additionally, it helps banks comply with increasing regulatory pressure.
Key Features
- Contract centric design – builds up the balance sheet with a simulation of contracts including market risk factors and behavioral modeling.
- Full revaluation approach – includes non-linear effects resulting from options.
- Integrated Input Data Validator and Editor.
- Intuitive user interface – set and run regular and ad-hoc scenarios in asynchronous simulations.
- Full coverage of financial instruments – generation of expected financial cash flows and accruals compliant with IFRS 9.
Interest rate risk
IR gap,
EVE, NII/EaR
financial risk / accounting
rules (IFRS9) option
IRRBB compliance
Credit risk
probability weighting of cash
flows
impairment adjustment plan
FX risk
exposures
stress scenarios
Liquidity risk
liquidity stress scenarios
structural liquidity gap
LCR/NSFR reporting
Solution Architecture
Key Advantages
RiskSuite™ is a fully integrated modular asset liability and liquidity risk management platform, empowering risk measurement across different departments and ensuring regulatory compliance and economic capital management.
- Support for forward-looking scenario simulations enables educated risk management decisions.
- Support for regulatory compliance (IRRBB, LCR/NSFR,…).
- Flexible architecture enables extension and customization of calculation methods and scenarios.
- The full revaluation approach without approximations, incorporating non-linear effects on an individual contract level, enables usage for accounting and operating liquidity.
- Support for seamless integration with existing IT environments.
- The results data set supports multi-dimensional planning and reporting and includes data on an individual cash flow and financial accruals level.
- International groups can benefit from a centralized multitenant installation with multi-functional-currency support. User access rights and audit trails are fully supported.
- Our high-performance solution architecture supports large volumes of data while still enabling calculations at the finest level of detail.
- Analitica provides an expert team with experience in risk management information technology projects and dedicated expertise in the fields of quantitative finance, guaranteeing a smooth project implementation.