ARMS RISK MANAGEMENT SYSTEM
Lightning Fast ΔEVE, ΔNII, and ΔNFI
The IRRBB Module calculating the regulatory metrics; economic value of equity (ΔEVE), sensitivity of net interest income (ΔNII) and net financial income (ΔNFI), has been designed with flexibility in mind. As the regulator prescribes a set of standardized stress tests to be performed, it does not in detail describe the other model features.
ARMS Risk Management System gives your risk department the perfect tool to deal with the unprecedented complexity of staying on top of the latest regulatory requirements. Managing counterparty, credit and market risk relies on capturing, maintaining, and analyzing vast amounts of historic data, while simultaneously gaining real-time insight based on live feeds.
No two financial institutions are alike. As IRRBB touches upon the very core of the business, great flexibility is needed to cater for differences in contract specifications and business model assumptions. Even for smaller institutions, rolling cash flows into the future under multiple scenarios can be a time consuming task and fill both disk and memory. We have the skills and know-how to compress run-times measured in hours and even days into minutes.
Using the IRRBB Module in the ARMS risk management platform, a comprehensive and easy-to-use integration to external portfolio systems is provided. Results can be consumed in desktop, drill-down views or exported via api:s to internal database, file or other aggregation software.
Many institutions appreciate the modular architecture of the ARMS platform. Extending the analysis into market risk, counterparty risk and liquidity management is cost efficient and fast. Instrument and position integration is only done once, making the ARMS platform truly multi-purpose and scalable.
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