Our solutions are fully integrated and designed to fit within banks’ existing IT infrastructure. This will help our clients swiftly access their data and unlock value through analytical capabilities enabling optimal and informed decision making as well as regulatory compliance. Consulting and trainings offered with our solutions will enable banks to ensure the best use of our tools while being cost efficient.
Risk+ Solutions value proposition will enable banks to address prevailing risk management and financial planning challenges
Integrated Solutions
Fully automated and integrated bespoke financial and risk solutions linked to banks’ existing systems and databases, to enable the generation of swift and accurate results
Regulatory Compliance
On-going full regulatory compliance through embedded calculation engines covering latest financial models and regulatory requirements
Proactive Management
Proactive balance sheet management enabled by improved visibility and transparency via insightful on-the-fly dash-boarding capabilities
Knowledge Transfer
Real knowledge transfer through tailored training and consulting services to maximize solutions benefits
DISCOVER OUR
SOLUTIONS
DISCOVER OUR
SOLUTIONS
FUNDS TRANSFER PRICING
Fund transfer pricing tool enabling banks to manage their interest rate and liquidity risks while monitoring different business units’ performance:
- Assign FTP charge and credit at a deal by deal level for all balance sheet and off-balance sheet items
- Calculate FTP charge and credit at business unit level to monitor post-FTP performance
- Offer capability to incorporate assets’ prepayment assumptions to reflect effective liquidity and interest rate risk
- Allow to input deposits’ behavioral profile to calculate FTP credit accordingly
COST ALLOCATION
Cost allocation model to allocate operating costs of supporting functions to business units based on clear criteria in order to achieve better performance management:
- Calculate cost allocation from service centers to business units
- Allow cost allocation calculation according to the activity based costing and time based costing methods
- Cascade direct and indirect operating costs down to the deal level enabling granular profitability assessment
RAROC
Risk based pricing model enabling banks to calculate required returns in relation with level of capital and risk exposures:
- Calculate required return at facility level in accordance with risk exposure
- Incorporate FTP, operating cost and cost of risk i.e. expected loss at deal level
- Allow for risk-adjusted return performance management at deal by deal level
BASEL CAPITAL AND LIQUIDITY
Capital and liquidity tool to calculate Basel regulatory ratios i.e. CAR, LCR, NSFR to ensure ongoing monitoring and compliance with regulations:
- Calculate capital consumption according to latest Basel and local regulator regulations
- Cover capital requirements for credit, market and operational risks under the standardized approach
- Calculate liquidity ratios according to latest Basel III regulations i.e. LCR and NSFR while allowing for discretionary run-off setting
- Compute Basel III leverage ratio to assess bank’s risk profile
BALANCE SHEET OPTIMIZATION
Asset liability management tool enabling banks to proactively manage their balance sheet and instantly assess impact of investment decisions on their returns and risk profile:
- Calculate regulatory and internal ratios e.g., CAR, LCR, EVE, EAR reflecting current balance sheet profile
- Enable generation of investments what-if scenarios and assess impact on P&L and regulatory ratios
- Allow for optimal balance sheet profile simulation by providing users with the possibility to change the balance street structure and assess impact on P&L and risk exposures
RISK APPETITE
Risk appetite tool covering the spectrum of risk exposures i.e. credit, market, liquidity, operational of the bank with clear limits and thresholds to drive business decision making:
- Define quantitative and qualitative risk metrics per risk type
- Assign tolerance and appetite thresholds for each metric per risk type
- Cascade high level risk metrics e.g., capital, provisions down to business units and product levels
ICAAP & STRESS TESTING
ICAAP & stress testing tool designed to ensure banks hold adequate levels of capital to cater for all business environment and stress scenarios:
- Build on the existing ICAAP framework or help banks enhance their existing frameworks
- Identify required level of capital under current baseline scenario
- Stress test bank’s portfolios to build appropriate risk tolerance and limits
- Establish early warning indicators and contingency plans
- Adopt best stress testing practices depending on the types of risk exposures
IRRBB
Interest Rate Risk in the Banking Book (IRRBB) tool enabling banks to comply with the latest BCBS regulations and providing an exhaustive coverage of all requirements set forth in the Standardized Approach:
- Determine the level of amenability to standardization of all interest rate sensitive assets and liabilities
- Allocate all interest rate sensitive assets and liabilities to the relevant time-bands
- Model the behavioral maturity of assets subject to prepayment risk and non-maturity liabilities
- Calculate the change in the Economic Value of Equity (EVE) and Earnings at Risk as well as the related capital charge
IFRS 9
IFRS9 tool designed to address all the fundamental facets of the Standard, especially classification of assets and calculations of impairment charges through the computation of one-year period and lifetime Expected Credit Losses for all relevant asset categories:
- Classify assets and liabilities according to clear accounting rules
- Calculate PD, LGD and EAD for all types of assets using best-in-class models tailored to each asset class (retail, corporate, sovereign exposures…)
- Estimate required provisions for assets in all stages
CAPABILITY BUILDING
To achieve lasting impact and real knowledge transfer, we leverage our training experience to help our clients build their internal capabilities. We offer comprehensive and targeted training sessions catering to all seniority levels and covering all topics related to provided tools helping clients to profit the most from our solutions.
CONSULTING
Capitalizing on our 20+ combined years of consulting and hands-on experience in the risk management field, we provide our clients with best in class risk management advisory. In addition, we have the required capabilities to continuously ensure our tools embed industry’s best practice methodologies and latest regulations and business requirements.