ERMAS ALM from Prometeia

An enterprise risk management platform with advanced ALM capabilities including interest rate risk management, liquidity risk analysis, and funds transfer pricing. Offers balance sheet optimization, scenario modeling, and regulatory compliance tools.

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Product analysis by function

Asset and Liability Management for Treasury

Systems that help banks manage their balance sheet, including interest rate risk, liquidity risk, and capital adequacy.
More Asset and Liability Management More Treasury ...

Balance Sheet Management
(9 Yes /9 Known /10 Possible features)

Liquidity Risk Management
(9 Yes /9 Known /10 Possible features)

Interest Rate Risk Management
(9 Yes /9 Known /10 Possible features)

Market Risk Management
(9 Yes /9 Known /10 Possible features)

Fund Transfer Pricing
(10 Yes /10 Known /10 Possible features)

Profitability and Performance Management
(9 Yes /9 Known /10 Possible features)

Capital Management
(9 Yes /9 Known /10 Possible features)

Data Management and Analytics
(8 Yes /8 Known /10 Possible features)

Compliance and Reporting
(9 Yes /9 Known /10 Possible features)

System Architecture and Integration
(9 Yes /9 Known /12 Possible features)

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Gap Analysis Ability to analyze and visualize the gaps between rate-sensitive assets and liabilities		ERMAS ALM specifically advertises gap analysis tools for rate-sensitive assets/liabilities as part of balance sheet management.
Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio		Product documentation highlights advanced interest rate risk metrics including duration analysis.
Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities		Maturity ladder and detailed asset/liability profiles are listed in product capabilities.
Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions		ERMAS ALM supports balance sheet forecasting, as described under scenario modeling and analytics.
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		What-if/simulation features are core to ERMAS ALM.
Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data		Regulatory reporting automation is included, targeting Basel frameworks and local regulations.
Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items		Custom classifications/hierarchies for balance sheet reported as configurable.
Balance Sheet Optimization Algorithms to suggest optimal balance sheet structure based on constraints		Balance sheet optimization algorithms are a highlighted capability.
Historical Trending Tools to analyze and visualize balance sheet trends over time		ERMAS ALM offers historical trending and analytics for balance sheet data.

Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III		LCR calculations per Basel III are listed in liquidity risk management.
Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III		NSFR calculation support is included for Basel III/IV compliance.
Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios		Liquidity stress testing, including custom and regulatory scenarios, is described.
Intraday Liquidity Monitoring Real-time tracking of liquidity positions throughout the day		ERMAS ALM provides intraday liquidity monitoring for treasury/treasury operations.
Liquidity Risk Early Warning Indicators Predefined triggers and alerts for potential liquidity issues		Early warning indicators and triggers are described under liquidity risk functionality.
Contingency Funding Plan Integration Integration of contingency funding plans into liquidity management		Product mentions integration of contingency funding plans.
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		Survival period/stress survival analytics available for liquidity risk.
Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers		Buffer optimization is included as part of liquidity management suite.
Counterparty Liquidity Risk Assessment Analysis of liquidity risks posed by key counterparties		Counterparty liquidity risk analytics are included for treasury clients.

Net Interest Income (NII) Simulation Ability to project NII under various interest rate scenarios		NII simulation under different interest rate scenarios is supported.
Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value		EVE analysis features (interest rate risk in the banking book) included.
Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations		Yield curve and interest rate risk analysis (parallel/non-parallel shocks, twists) are standard.
Basis Risk Measurement Tools to analyze basis risk between different rate indices		ERMAS ALM includes basis risk measurement for multiple index exposures.
Option-Adjusted Spread Analysis Capabilities to measure option-adjusted spreads for embedded options		Option-adjusted spread analytics available for optionality in assets/liabilities.
Interest Rate Derivatives Modeling Sophisticated modeling of interest rate derivatives and their impact		ERMAS ALM supports interest rate derivatives modeling.
Prepayment Risk Modeling Tools to model and analyze prepayment behavior and its impact		Prepayment risk (for loans, securities) modeling is described in product capabilities.
Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks		Immediate and gradual (shock) rate change analysis is supported.
Interest Rate Volatility Analysis Tools to measure and analyze interest rate volatility		System measures volatility for IR risk; historical and simulation-based approaches 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		ERMAS ALM supports VaR calculation for market risk.
Expected Shortfall/Conditional VaR Calculation of expected shortfall for tail risk assessment		Expected shortfall and tail risk metrics (including conditional VaR) are available.
Trading Book Analytics Detailed analytics for market risk in the trading book		Trading book analytics for market risk mentioned in product scope.
Banking Book Market Risk Tools to assess market risk in the banking book		ERMAS ALM supports market risk analysis applied to the banking book.
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		Integration with market data providers (Bloomberg, Reuters, etc.) is standard.
Foreign Exchange Risk Analysis Tools to measure and analyze foreign exchange exposures		FX risk (exposure, measurement, analytics) described in documentation/use cases.
Commodity Risk Analysis Capabilities to assess exposure to commodity price fluctuations		Commodity risk assessment included for clients with relevant exposures.
Equity Risk Assessment Tools to measure and manage equity price risk		Equity price risk analysis features present for trading and investment books.
Stress Testing Complexity Ability to model complex market stress scenarios		Complex stress test scenario support listed as feature for market risk.

Multi-Currency FTP Support for transfer pricing across multiple currencies		Supports multi-currency transfer pricing.
Matched Maturity FTP Implementation of matched maturity transfer pricing methodology		Matched maturity FTP methodology is advertised.
Contingent Liquidity Pricing Incorporation of contingent liquidity costs in transfer prices		Contingent liquidity is incorporated in FTP calculations.
FTP Curve Construction Flexible tools for building and maintaining FTP curves		FTP curve management is described as a configurable feature.
Historical FTP Analysis Ability to analyze historical FTP rates and their impact		Historical FTP analysis and impact review included.
Behavioral Adjustment Integration Incorporation of behavioral assumptions into FTP calculations		Behavioral assumptions can be incorporated into FTP calculation per documentation.
Cost Component Breakdown Detailed breakdown of FTP into cost components (liquidity, credit, etc.)		Detailed cost component breakdown available within FTP modules.
FTP Simulation Tools to simulate the impact of FTP changes on business units		FTP simulation/impact modeling is mentioned as a system function.
Transfer Rate Customization Flexibility to customize transfer rates for specific products or segments		Transfer rate customization by product or segment noted.
FTP Reconciliation Tools to reconcile FTP charged/credited across the organization		FTP reconciliation tools are mentioned to identify and match FTP allocations.

Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement		RAROC calculations for performance management are included.
Product Profitability Analysis Detailed profitability analysis at the product level		Product profitability analysis module is described.
Customer Profitability Analysis Tools to assess profitability at the customer or segment level		Customer/segment profitability analysis is shown in reporting/analytics.
Channel Profitability Assessment Analysis of profitability across different distribution channels		Channel profitability is analyzed within the performance management area.
Cost Allocation Flexibility Sophisticated mechanisms for allocating costs to business units		Flexible cost allocation tools are included per product literature.
Scenario-Based Profitability Forecasting Tools to forecast profitability under different scenarios		Scenario-based profitability forecasting is present, utilizing scenario engine.
Performance Dashboard Customization Ability to create customized performance dashboards for different users		Customizable dashboards are standard for different users and KPIs.
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		Efficiency/operating ratio analytic tracking included in product management tools.
Return on Assets/Equity Calculation Automated calculation of ROA, ROE, and other key performance metrics		Calculation of ROA, ROE, and related ratios is included as standard reporting.

Regulatory Capital Calculation Automated calculation of regulatory capital requirements		Regulatory capital requirement calculation advertised as a pillar of regulatory coverage.
Economic Capital Modeling Sophisticated modeling of economic capital needs		Economic capital needs modeling is supported.
Capital Allocation Methodology Flexible methodologies for allocating capital to business units		Flexible capital allocation to business units is described in management modules.
Capital Planning Tools Forward-looking tools for capital planning and forecasting		Forward-looking and scenario-based capital planning tools described.
Stress Testing Integration Integration of stress testing results into capital planning		Stress testing integration in capital planning/regulatory modules.
Capital Optimization Tools to optimize capital allocation and usage		Capital optimization algorithms are available to support management decisions.
Capital Adequacy Assessment Comprehensive assessment of capital adequacy		Capital adequacy covered comprehensively (ICAAP, Pillar 2, Basel).
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		Capital ratio forecasting under scenarios described as supported functionality.
Risk-Weighted Asset Optimization Tools to optimize the composition of risk-weighted assets		Risk-weighted asset optimization included for capital efficiency.

Data Integration Flexibility Ability to integrate with various data sources and formats		System integrates with a variety of data sources and is data-agnostic.
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		ERMAS ALM provides data quality management/monitoring tools.
Data Lineage Tracking Ability to track the origin and transformations of data		Data lineage and traceability tools advertised.
Advanced Analytics Capabilities Support for advanced analytics techniques (machine learning, etc.)		Advanced analytics, including machine learning capabilities, included for enrichment.
Data Visualization Tools Sophisticated tools for visualizing complex financial data		Sophisticated data visualization and dashboarding included.
Self-Service Analytics Ability for users to create their own analyses without IT assistance		Self-service analytics and reporting module available.
Real-Time Analytics Capability to perform analytics on real-time data streams		Real-time analytics possible for streaming data, per technical literature.
Historical Data Retention Maximum period for detailed historical data retention		No information available
Predictive Analytics Tools for forecasting future trends and behaviors		Predictive analytics features included within scenario simulation and forecasting.

Regulatory Reporting Automation Automated generation of regulatory reports		Automated regulatory report generation forms part of compliance suite.
Multi-Jurisdiction Support Number of regulatory jurisdictions supported		No information available
Regulatory Update Management Systematic process for implementing regulatory changes		Systematic process for regulatory updates described in documentation.
Audit Trail Functionality Comprehensive audit trails for all transactions and changes		Comprehensive audit trail capabilities part of platform.
Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements		Real-time compliance monitoring supported with dashboarding.
Report Customization Ability to customize reports for different stakeholders		Highly customizable regulatory and management reports.
Automated Reconciliation Tools for automated reconciliation of financial data		Automated reconciliation of financial data forms part of compliance module.
Disclosure Management Tools for managing financial disclosures		Disclosure management supported for financial/compliance regulatory requirements.
Regulatory Sandbox Environment for testing the impact of regulatory changes		Regulatory sandbox (impact testing environment) is available according to detailed specification.
Compliance Dashboard Real-time dashboard of compliance status across regulations		Compliance dashboard with real-time metrics is a product feature.

Cloud Deployment Option Availability of cloud-based deployment options		Cloud deployment option is available via SaaS or managed cloud.
On-Premises Option Availability of on-premises deployment		On-premises deployment option available for banks with local IT/security needs.
API Extensibility Comprehensive API framework for system extensions and integrations		API extensibility via RESTful or other APIs, per technical whitepapers.
Processing Speed Speed of processing standard ALM calculations		No information available
Scalability Ability to scale with growing data volumes and complexity		Scalability for large and complex banking environments is a key feature.
Core Banking System Integration Seamless integration with core banking systems		Integration with leading core banking systems described in deployment use cases.
Data Warehouse Integration Integration with enterprise data warehouses		Data warehouse integration (eg with Oracle, MS SQL, etc.) listed.
Real-Time Processing Support for real-time processing of transactions		System supports real-time processing for transactions where required.
Third-Party Integration Number of pre-built integrations with third-party systems		No information available
Disaster Recovery Comprehensive disaster recovery capabilities		Disaster recovery and business continuity options detailed in product literature.
High Availability System uptime guarantee		No information available
Multi-Entity Support Support for multiple legal entities within a single installation		ERMAS ALM supports single and multi-entity environments within the same installation.

ERMAS ALM from Prometeia

Product analysis by function

Asset and Liability Management for Treasury

Balance Sheet Management (9 Yes /9 Known /10 Possible features)

Liquidity Risk Management (9 Yes /9 Known /10 Possible features)

Interest Rate Risk Management (9 Yes /9 Known /10 Possible features)

Market Risk Management (9 Yes /9 Known /10 Possible features)

Fund Transfer Pricing (10 Yes /10 Known /10 Possible features)

Profitability and Performance Management (9 Yes /9 Known /10 Possible features)

Capital Management (9 Yes /9 Known /10 Possible features)

Data Management and Analytics (8 Yes /8 Known /10 Possible features)

Compliance and Reporting (9 Yes /9 Known /10 Possible features)

System Architecture and Integration (9 Yes /9 Known /12 Possible features)