A balance sheet management solution that includes interest rate risk modeling, liquidity risk assessment, capital planning, and stress testing. Offers scenario analysis, forecasting, and integrated funds transfer pricing in a cloud-based platform.
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 |
Empyrean Horizon: ALM advertises balance sheet management with built-in gap analysis for rate-sensitive assets and liabilities. | |
Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio |
Product includes interest rate risk modeling, which implies support for duration analysis. | |
Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities |
Maturity ladder generation is a foundational capability in ALM software and referenced in balance sheet profiling. | |
Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions |
Product notes indicate advanced forecasting of future balance sheet compositions. | |
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 analysis is specifically mentioned as a tool to simulate strategic changes. | |
Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data |
Regulatory reporting automation is offered according to product claims on regulatory compliance. | |
Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items |
No information available | |
Balance Sheet Optimization Algorithms to suggest optimal balance sheet structure based on constraints |
The product highlights optimization tools for balance sheet structure. | |
Historical Trending Tools to analyze and visualize balance sheet trends over time |
Historical trending features are referenced in analytics and reporting dashboards. |
Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III |
Liquidity Coverage Ratio (LCR) calculation in accordance with Basel III is supported; cited under liquidity risk. | |
Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III |
Net Stable Funding Ratio (NSFR) for Basel reporting is available per product datasheet. | |
Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios |
Liquidity stress testing capabilities are described in the product's liquidity risk management functionality. | |
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 |
Liquidity risk early warning indicators are part of Empyrean's stress and risk alerting systems. | |
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 |
Survival period (days of survival/stress liquidity horizon) is standard in liquidity risk modules and referenced in marketing material. | |
Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers |
Liquidity buffer optimization tools are mentioned under liquidity optimization capabilities. | |
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 |
Net Interest Income (NII) simulation specifically referenced as part of interest rate risk analysis functionality. | |
Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value |
Economic Value of Equity (EVE) analysis is a typical ALM measure and is explicitly mentioned. | |
Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations |
Yield curve risk/deformation (shocks, twists, etc.) is part of the scenario analysis matrix. | |
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 |
Parallel and non-parallel rate shocks are standard in ALM interest rate scenario tools (explicitly mentioned). | |
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 |
VaR calculation is frequently referenced in market risk and ALM suite sections. | |
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 |
Data integration with market data providers is cited on the vendor’s product page. | |
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 |
Product explicitly mentions complex scenario and stress testing. |
Multi-Currency FTP Support for transfer pricing across multiple currencies |
Multi-currency FTP capabilities are supported as part of transfer pricing modules. | |
Matched Maturity FTP Implementation of matched maturity transfer pricing methodology |
Matched maturity FTP is called out in transfer pricing functionality. | |
Contingent Liquidity Pricing Incorporation of contingent liquidity costs in transfer prices |
Contingent liquidity costs modeling is referenced as part of advanced transfer pricing. | |
FTP Curve Construction Flexible tools for building and maintaining FTP curves |
FTP curve construction & management capabilities are indicated in solution overview. | |
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.) |
FTP cost component breakdown is a standard reporting feature highlighted in Empyrean's FTP tools. | |
FTP Simulation Tools to simulate the impact of FTP changes on business units |
FTP simulation to test pricing changes is featured in marketing and product sheets. | |
Transfer Rate Customization Flexibility to customize transfer rates for specific products or segments |
Product allows transfer rate customization by product, line of business, etc. | |
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 |
RAROC (risk-adjusted return on capital) reporting is listed in performance management features. | |
Product Profitability Analysis Detailed profitability analysis at the product level |
Product-level profitability analysis is specifically called out in documentation. | |
Customer Profitability Analysis Tools to assess profitability at the customer or segment level |
Customer/segment profitability analysis is included in the suite. | |
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 |
Scenario-based profitability forecasting is supported as part of scenario analysis tools. | |
Performance Dashboard Customization Ability to create customized performance dashboards for different users |
Performance dashboard customization is supported for different stakeholders. | |
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 ratio analysis tools are included in the profitability management suite. | |
Return on Assets/Equity Calculation Automated calculation of ROA, ROE, and other key performance metrics |
Return on Assets/Equity and other key ratios are delivered via automated dashboards. |
Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
Regulatory capital calculation automation is listed in capital and regulatory features. | |
Economic Capital Modeling Sophisticated modeling of economic capital needs |
Economic capital modeling features are specifically cited under capital planning solutions. | |
Capital Allocation Methodology Flexible methodologies for allocating capital to business units |
No information available | |
Capital Planning Tools Forward-looking tools for capital planning and forecasting |
Capital planning tools (including forecasts) form a core part of the solution. | |
Stress Testing Integration Integration of stress testing results into capital planning |
Stress testing integration into capital planning is called out in documentation for regulatory compliance. | |
Capital Optimization Tools to optimize capital allocation and usage |
Capital optimization tools are described under capital management features. | |
Capital Adequacy Assessment Comprehensive assessment of capital adequacy |
Capital adequacy assessment is a standard offering in the ALM suite. | |
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 |
No information available | |
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 |
Empyrean lists highly flexible data integration with various formats and sources. | |
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 |
Data quality management and validation tools are referenced in technical documentation. | |
Data Lineage Tracking Ability to track the origin and transformations of data |
Data lineage tracking is cited as part of audit/control management features. | |
Advanced Analytics Capabilities Support for advanced analytics techniques (machine learning, etc.) |
Advanced analytics with machine learning and statistical modeling are promoted in product literature. | |
Data Visualization Tools Sophisticated tools for visualizing complex financial data |
Data visualization tools for complex financial/ALM data are detailed in product screenshots and demos. | |
Self-Service Analytics Ability for users to create their own analyses without IT assistance |
Self-service analytics for non-IT users is featured in Empyrean’s product overview. | |
Real-Time Analytics Capability to perform analytics on real-time data streams |
Real-time analytics is supported on the cloud-based platform and solution web pages. | |
Historical Data Retention Maximum period for detailed historical data retention |
No information available | |
Predictive Analytics Tools for forecasting future trends and behaviors |
Predictive analytics is a specifically noted solution for scenario and trend forecasting. |
Regulatory Reporting Automation Automated generation of regulatory reports |
Regulatory reporting automation is featured for both US and international regulatory requirements. | |
Multi-Jurisdiction Support Number of regulatory jurisdictions supported |
No information available | |
Regulatory Update Management Systematic process for implementing regulatory changes |
Empyrean updates regulatory changes systematically and advertises regulatory update agility. | |
Audit Trail Functionality Comprehensive audit trails for all transactions and changes |
Audit trail functionality is included for regulatory compliance and transparency. | |
Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements |
Real-time regulatory compliance monitoring included in compliance dashboard. | |
Report Customization Ability to customize reports for different stakeholders |
Report customization is supported as referenced in client documentation and demos. | |
Automated Reconciliation Tools for automated reconciliation of financial data |
Automated financial data reconciliation is part of the compliance and reporting automation toolkit. | |
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 |
A compliance dashboard is referenced for real-time regulatory monitoring. |
Cloud Deployment Option Availability of cloud-based deployment options |
Cloud deployment is the default delivery model for Empyrean ALM per website. | |
On-Premises Option Availability of on-premises deployment |
On-premises deployment is available as an option per product configurability descriptions. | |
API Extensibility Comprehensive API framework for system extensions and integrations |
API framework for integration and extensibility referenced in architecture documentation. | |
Processing Speed Speed of processing standard ALM calculations |
No information available | |
Scalability Ability to scale with growing data volumes and complexity |
Vendor claims system is highly scalable for both data and user scale. | |
Core Banking System Integration Seamless integration with core banking systems |
Core banking system integration is a supported option mentioned under implementation section. | |
Data Warehouse Integration Integration with enterprise data warehouses |
Data warehouse integration is featured as a standard capability. | |
Real-Time Processing Support for real-time processing of transactions |
Real-time processing is supported for transactions and data feeds in the cloud-based environment. | |
Third-Party Integration Number of pre-built integrations with third-party systems |
No information available | |
Disaster Recovery Comprehensive disaster recovery capabilities |
Comprehensive disaster recovery is referenced in operational and IT resilience documentation. | |
High Availability System uptime guarantee |
No information available | |
Multi-Entity Support Support for multiple legal entities within a single installation |
Multi-entity support (multiple legal entities, books, currencies) is explicitly stated as a system feature. |
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