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A comprehensive ALM solution that helps banks manage interest rate risk, liquidity risk, and funds transfer pricing. Includes cash flow modeling, balance sheet forecasting, stress testing, and regulatory reporting capabilities.
Systems that help banks manage their balance sheet, including interest rate risk, liquidity risk, and capital adequacy.
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Gap Analysis
Ability to analyze and visualize the gaps between rate-sensitive assets and liabilities
Yes - has this feature
Product documentation and marketing highlight gap analysis capabilities for ALM users.
Duration Analysis
Calculation of duration metrics to assess interest rate sensitivity of portfolio
Yes - has this feature
Product includes tools for interest rate sensitivity assessment, which necessarily involves duration analysis.
Maturity Ladder Generation
Creation of detailed maturity profiles for assets and liabilities
Yes - has this feature
OneSumX supports cash flow and maturity ladder generation for assets and liabilities; listed in product datasheets.
Balance Sheet Forecasting
Ability to project future balance sheet compositions based on various assumptions
Yes - has this feature
Balance sheet forecasting is described in product brochures and solution overviews.
Scenario Analysis Depth
Number of concurrent scenarios that can be analyzed
No information available
What-If Analysis
Tools to simulate the impact of strategic decisions on the balance sheet
Yes - has this feature
Simulating the impact of strategic decisions is a core ALM function, explicitly mentioned in marketing materials.
Regulatory Reporting Automation
Automated generation of regulatory reports from balance sheet data
Yes - has this feature
Regulatory reporting automation is a principal solution highlight per vendor product pages.
Custom Balance Sheet Classification
Ability to create custom classifications and hierarchies for balance sheet items
Yes - has this feature
Product features include custom classification and analytics for balance sheet items, mentioned in documentation.
Balance Sheet Optimization
Algorithms to suggest optimal balance sheet structure based on constraints
Yes - has this feature
Optimization tools for balance sheet structure are referenced in ALM solution feature lists online.
Historical Trending
Tools to analyze and visualize balance sheet trends over time
Yes - has this feature
Historical trending and time series analysis are standard ALM features and specifically called out in product resources.
Liquidity Coverage Ratio (LCR) Calculation
Automated calculation of LCR in accordance with Basel III
Yes - has this feature
Liquidity Coverage Ratio (LCR) calculation in accordance with Basel III is explicitly listed.
Net Stable Funding Ratio (NSFR) Calculation
Automated calculation of NSFR in accordance with Basel III
Yes - has this feature
NSFR calculation per Basel III standards included per solution specification.
Liquidity Stress Testing
Capabilities to simulate liquidity under various stress scenarios
Yes - has this feature
Product sheets emphasize liquidity stress testing functionality including adverse and baseline scenarios.
Intraday Liquidity Monitoring
Real-time tracking of liquidity positions throughout the day
No information available
Liquidity Risk Early Warning Indicators
Predefined triggers and alerts for potential liquidity issues
No information available
Contingency Funding Plan Integration
Integration of contingency funding plans into liquidity management
No information available
Cash Flow Forecasting Horizon
Maximum timeframe for detailed cash flow projections
No information available
Survival Period Analysis
Tools to determine how long the bank can survive under stress conditions
No information available
Liquidity Buffer Optimization
Tools to optimize the composition of liquidity buffers
No information available
Counterparty Liquidity Risk Assessment
Analysis of liquidity risks posed by key counterparties
No information available
Net Interest Income (NII) Simulation
Ability to project NII under various interest rate scenarios
Yes - has this feature
Net Interest Income (NII) simulation is a key ALM output of OneSumX and has dedicated workflow modules.
Economic Value of Equity (EVE) Analysis
Tools to measure the impact of interest rate changes on equity value
Yes - has this feature
EVE Analysis is promoted as a direct output from the system for interest rate risk.
Yield Curve Risk Analysis
Assessment of risks from yield curve shifts, twists, and other deformations
Yes - has this feature
Yield curve risk assessment is included in ALM and IRRBB feature documentation.
Basis Risk Measurement
Tools to analyze basis risk between different rate indices
No information available
Option-Adjusted Spread Analysis
Capabilities to measure option-adjusted spreads for embedded options
No information available
Interest Rate Derivatives Modeling
Sophisticated modeling of interest rate derivatives and their impact
No information available
Prepayment Risk Modeling
Tools to model and analyze prepayment behavior and its impact
No information available
Rate Shock Analysis
Simulation of immediate parallel and non-parallel rate shocks
Yes - has this feature
Rate shock analysis and scenario simulation are listed in OneSumX IRR risk management features.
Interest Rate Volatility Analysis
Tools to measure and analyze interest rate volatility
No information available
Maximum Simulation Horizon
Maximum time horizon for interest rate simulations
No information available
Value at Risk (VaR) Calculation
Ability to calculate VaR using different methodologies
Yes - has this feature
Market risk module in OneSumX covers VaR calculation as per product feature list.
Expected Shortfall/Conditional VaR
Calculation of expected shortfall for tail risk assessment
No information available
Trading Book Analytics
Detailed analytics for market risk in the trading book
No information available
Banking Book Market Risk
Tools to assess market risk in the banking book
No information available
Monte Carlo Simulation Capacity
Number of Monte Carlo simulations supported for market risk analysis
No information available
Market Data Integration
Seamless integration with market data providers
Yes - has this feature
Integration with market data feeds is standard and referenced in solution architecture descriptions.
Foreign Exchange Risk Analysis
Tools to measure and analyze foreign exchange exposures
No information available
Commodity Risk Analysis
Capabilities to assess exposure to commodity price fluctuations
No information available
Equity Risk Assessment
Tools to measure and manage equity price risk
No information available
Stress Testing Complexity
Ability to model complex market stress scenarios
Yes - has this feature
Stress testing (regulatory and internal scenarios) are major features per vendor documentation.
Multi-Currency FTP
Support for transfer pricing across multiple currencies
No information available
Matched Maturity FTP
Implementation of matched maturity transfer pricing methodology
No information available
Contingent Liquidity Pricing
Incorporation of contingent liquidity costs in transfer prices
No information available
FTP Curve Construction
Flexible tools for building and maintaining FTP curves
No information available
Historical FTP Analysis
Ability to analyze historical FTP rates and their impact
No information available
Behavioral Adjustment Integration
Incorporation of behavioral assumptions into FTP calculations
No information available
Cost Component Breakdown
Detailed breakdown of FTP into cost components (liquidity, credit, etc.)
No information available
FTP Simulation
Tools to simulate the impact of FTP changes on business units
No information available
Transfer Rate Customization
Flexibility to customize transfer rates for specific products or segments
No information available
FTP Reconciliation
Tools to reconcile FTP charged/credited across the organization
No information available
Risk-Adjusted Return on Capital (RAROC)
Calculation of risk-adjusted returns for performance measurement
Yes - has this feature
RAROC and risk-adjusted profitability calculations are listed in the profitability modules.
Product Profitability Analysis
Detailed profitability analysis at the product level
Yes - has this feature
Product profitability analysis provided as standard ALM and performance management feature.
Customer Profitability Analysis
Tools to assess profitability at the customer or segment level
Yes - has this feature
Customer/segment profitability breakdown is part of performance analytics mentioned in solution content.
Channel Profitability Assessment
Analysis of profitability across different distribution channels
No information available
Cost Allocation Flexibility
Sophisticated mechanisms for allocating costs to business units
No information available
Scenario-Based Profitability Forecasting
Tools to forecast profitability under different scenarios
Yes - has this feature
Scenario-based forecasting is a major value proposition according to the product site.
Performance Dashboard Customization
Ability to create customized performance dashboards for different users
No information available
Profitability Drill-Down Depth
Number of hierarchical levels available for profitability drill-down
No information available
Efficiency Ratio Analysis
Tools to analyze and track efficiency ratios
Yes - has this feature
Efficiency ratio and cost/income analytics are referenced in performance management functionality.
Return on Assets/Equity Calculation
Automated calculation of ROA, ROE, and other key performance metrics
Yes - has this feature
ROA and ROE calculation are core features for asset liability management per sales literature.
Regulatory Capital Calculation
Automated calculation of regulatory capital requirements
Yes - has this feature
Automated regulatory capital calculations are available as referenced in capital management modules.
Economic Capital Modeling
Sophisticated modeling of economic capital needs
Yes - has this feature
Economic capital modeling tools are available and promoted as part of enterprise risk management.
Capital Allocation Methodology
Flexible methodologies for allocating capital to business units
Yes - has this feature
Capital allocation methodologies are flexible as described in capital planning and stress testing modules.
Capital Planning Tools
Forward-looking tools for capital planning and forecasting
Yes - has this feature
Forward-looking and planning tools for capital are included (see 'capital and ALM management' in materials).
Stress Testing Integration
Integration of stress testing results into capital planning
Yes - has this feature
Stress testing results feed into capital planning, as shown in architecture overviews.
Capital Optimization
Tools to optimize capital allocation and usage
Yes - has this feature
Product feature lists include support for capital optimization scenarios.
Capital Adequacy Assessment
Comprehensive assessment of capital adequacy
Yes - has this feature
Product documentation references capital adequacy frameworks and assessment outputs.
Regulatory Framework Coverage
Number of regulatory capital frameworks supported (Basel II, III, IV, etc.)
No information available
Capital Ratio Forecasting
Tools to forecast key capital ratios under different scenarios
Yes - has this feature
Forecasting of capital ratios under stress and baseline scenarios is included for ALM and regulatory management.
Risk-Weighted Asset Optimization
Tools to optimize the composition of risk-weighted assets
No information available
Data Integration Flexibility
Ability to integrate with various data sources and formats
Yes - has this feature
Datasheets and case studies highlight OneSumX's wide data integration options.
Big Data Processing Capacity
Volume of data that can be processed efficiently
No information available
Data Quality Management
Tools for monitoring and improving data quality
Yes - has this feature
Product literature stresses importance of data quality, with built-in controls and dashboards.
Data Lineage Tracking
Ability to track the origin and transformations of data
No information available
Advanced Analytics Capabilities
Support for advanced analytics techniques (machine learning, etc.)
Yes - has this feature
Advanced analytics using statistical and scenario modeling is referenced in product marketing and documentation.
Data Visualization Tools
Sophisticated tools for visualizing complex financial data
Yes - has this feature
Visualization tools for financial ratios, risk, and balance sheet figures are included and demo'd in videos.
Self-Service Analytics
Ability for users to create their own analyses without IT assistance
Yes - has this feature
Solution enables business users to conduct their own analysis; mentioned as 'self-service' in solution guides.
Real-Time Analytics
Capability to perform analytics on real-time data streams
No information available
Historical Data Retention
Maximum period for detailed historical data retention
No information available
Predictive Analytics
Tools for forecasting future trends and behaviors
Yes - has this feature
Predictive analytics are included as part of scenario and trend-based forecasting, as stated in product overview.
Regulatory Reporting Automation
Automated generation of regulatory reports
Yes - has this feature
Automated regulatory report generation is a main feature of the solution.
Multi-Jurisdiction Support
Number of regulatory jurisdictions supported
No information available
Regulatory Update Management
Systematic process for implementing regulatory changes
Yes - has this feature
Product supports automated regulatory update management (tracked in release and compliance notes).
Audit Trail Functionality
Comprehensive audit trails for all transactions and changes
Yes - has this feature
Audit trail and traceability features are mentioned in compliance and IT control documentation of the product.
Regulatory Compliance Monitoring
Real-time monitoring of compliance with regulatory requirements
Yes - has this feature
Product references real-time compliance monitoring, especially for regulatory ratios.
Report Customization
Ability to customize reports for different stakeholders
Yes - has this feature
Custom report generation for stakeholders is listed in solution feature charts.
Automated Reconciliation
Tools for automated reconciliation of financial data
Yes - has this feature
Automated reconciliation is available for various data and regulatory requirements, as stated in system documentation.
Disclosure Management
Tools for managing financial disclosures
No information available
Regulatory Sandbox
Environment for testing the impact of regulatory changes
No information available
Compliance Dashboard
Real-time dashboard of compliance status across regulations
Yes - has this feature
Product solution includes dashboards for ongoing compliance management.
Cloud Deployment Option
Availability of cloud-based deployment options
Yes - has this feature
Cloud deployment is supported per OneSumX architecture overviews and deployment documents.
On-Premises Option
Availability of on-premises deployment
Yes - has this feature
On-premises deployment is also available as per technical/product literature.
API Extensibility
Comprehensive API framework for system extensions and integrations
Yes - has this feature
API extensibility and integration are highlighted as technical features.
Processing Speed
Speed of processing standard ALM calculations
No information available
Scalability
Ability to scale with growing data volumes and complexity
Yes - has this feature
Solution is designed to scale up as ALM and regulatory workloads increase.
Core Banking System Integration
Seamless integration with core banking systems
Yes - has this feature
Integration with core banking systems is referenced in the solution architecture sections.
Data Warehouse Integration
Integration with enterprise data warehouses
Yes - has this feature
Data warehouse integration supported, as documented in system requirements and user guides.
Real-Time Processing
Support for real-time processing of transactions
Yes - has this feature
OneSumX supports real-time data and transaction processing in select architectures.
Third-Party Integration
Number of pre-built integrations with third-party systems
No information available
Disaster Recovery
Comprehensive disaster recovery capabilities
Yes - has this feature
Vendor documentation references disaster recovery and business continuity as standard offerings.
High Availability
System uptime guarantee
No information available
Multi-Entity Support
Support for multiple legal entities within a single installation
Yes - has this feature
Support for multiple legal entities is referenced, for example, in documentation for multi-entity bank holding companies.
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