Our comprehensive architecture supports strategic planning, asset and liability management, stress-testing (liquidity, IRRBB and credit risk capital), funds transfer pricing and IFRS 9 administration and reporting.
Designed to support financial institutions by:
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Improving data integrity and transparency
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Saving precious senior management time and
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Better serving the needs of risk managers, auditors and supervisors
Our solutions are intuitive, scalable and future-proofed. All solutions are specified by a subject matter expert, with close regard to relevant regulation and guidance. All are built and tested by our own UK-based, experienced developers.
Our clients require smart systems which offer an affordable alternative to user-developed spreadsheets and the associated, ever-present operational risks.
Our software solutions suite includes:
- The IFRS 9 Manager
- The Asset and Liability Manager
- Liquidity stress-testing and modelling, including cash-flow mismatch risk
- IRRBB stress-testing and modelling, including yield curve risk, basis risk, optionality and repricing risks
- Credit risk capital (Standardised Approach, Pillars 1 and 2A) stress-testing and forecasting
- Funds Transfer Pricing, including liquid asset buffer cost generation and allocations