Horizon: ALM from Empyrean Solutions

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.

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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
(8 Yes /8 Known /10 Possible features)

Liquidity Risk Management
(6 Yes /6 Known /10 Possible features)

Interest Rate Risk Management
(4 Yes /4 Known /10 Possible features)

Market Risk Management
(3 Yes /3 Known /10 Possible features)

Fund Transfer Pricing
(7 Yes /7 Known /10 Possible features)

Profitability and Performance Management
(7 Yes /7 Known /10 Possible features)

Capital Management
(6 Yes /6 Known /10 Possible features)

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

Compliance and Reporting
(7 Yes /7 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		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.

Horizon: ALM from Empyrean Solutions

Product analysis by function

Asset and Liability Management for Treasury

Balance Sheet Management (8 Yes /8 Known /10 Possible features)

Liquidity Risk Management (6 Yes /6 Known /10 Possible features)

Interest Rate Risk Management (4 Yes /4 Known /10 Possible features)

Market Risk Management (3 Yes /3 Known /10 Possible features)

Fund Transfer Pricing (7 Yes /7 Known /10 Possible features)

Profitability and Performance Management (7 Yes /7 Known /10 Possible features)

Capital Management (6 Yes /6 Known /10 Possible features)

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

Compliance and Reporting (7 Yes /7 Known /10 Possible features)

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