at Financial Technnology Year
This content is provided by FinTechBenchmarker.com who are responsible for the content. Please contact them if you have any questions.
OneSumX for ALM from Wolters Kluwer
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.
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)
|
Gap Analysis Ability to analyze and visualize the gaps between rate-sensitive assets and liabilities |
Marketing and documentation list gap analysis and risk analytics as core features of the ALM module. | |
|
Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio |
Product explicitly offers duration analysis for interest rate risk management as per website and datasheets. | |
|
Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities |
Documentation describes tools for creating maturity ladders as part of balance sheet modeling. | |
|
Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions |
Balance sheet forecasting is a promoted core feature supported by scenario and cash flow analysis. | |
|
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 scenario simulation capabilities highlighted in solution briefs and demo videos. | |
|
Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data |
Platform automates regulatory reporting across multiple jurisdictions, as noted repeatedly in solution overviews. | |
|
Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items |
OneSumX allows user-defined account mapping and classifications. | |
|
Balance Sheet Optimization Algorithms to suggest optimal balance sheet structure based on constraints |
Optimizing the balance sheet—especially under capital and liquidity constraints—is mentioned as a product differentiator. | |
|
Historical Trending Tools to analyze and visualize balance sheet trends over time |
Historical trend analysis is featured within the ALM analytics toolset. |
Liquidity Risk Management
(9 Yes /9 Known /10 Possible features)
|
Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III |
LCR calculation and Basel III liquidity monitoring are explicitly named on the product web page. | |
|
Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III |
NSFR calculation available per product datasheet and Basel III/IV compliance materials. | |
|
Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios |
Liquidity stress testing and advanced scenario design highlighted in solution descriptions. | |
|
Intraday Liquidity Monitoring Real-time tracking of liquidity positions throughout the day |
Intraday liquidity risk and real-time position monitoring offered as part of liquidity risk management. | |
|
Liquidity Risk Early Warning Indicators Predefined triggers and alerts for potential liquidity issues |
Early warning and predictive risk indicators for liquidity are mentioned in product literature. | |
|
Contingency Funding Plan Integration Integration of contingency funding plans into liquidity management |
Integration of contingency funding plans available for robust liquidity risk management. | |
|
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 horizon and scenario-driven stress duration analysis covered in the overview materials. | |
|
Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers |
Liquidity buffer optimization referenced as part of the liquidity module. | |
|
Counterparty Liquidity Risk Assessment Analysis of liquidity risks posed by key counterparties |
Counterparty liquidity risk and credit-linked stress scenarios are described in product documentation. |
Interest Rate Risk Management
(9 Yes /9 Known /10 Possible features)
|
Net Interest Income (NII) Simulation Ability to project NII under various interest rate scenarios |
NII simulation under multiple rate environments highlighted as core interest rate risk function. | |
|
Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value |
EVE (Economic Value of Equity) analysis referenced as a product capability for IRR management. | |
|
Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations |
Yield curve risk analytics and simulation are available per technical documentation. | |
|
Basis Risk Measurement Tools to analyze basis risk between different rate indices |
Basis risk analysis included as part of advanced IRR analytics. | |
|
Option-Adjusted Spread Analysis Capabilities to measure option-adjusted spreads for embedded options |
Option-adjusted spread and optionality analytics listed among interest rate risk tools. | |
|
Interest Rate Derivatives Modeling Sophisticated modeling of interest rate derivatives and their impact |
Interest rate derivatives and hedging modeling specifically mentioned. | |
|
Prepayment Risk Modeling Tools to model and analyze prepayment behavior and its impact |
Prepayment risk modeling for loan and securities portfolios available, often cited in use cases. | |
|
Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks |
Rate shock and scenario analysis is a headline feature within IRR management section. | |
|
Interest Rate Volatility Analysis Tools to measure and analyze interest rate volatility |
Interest rate volatility tools described in technical feature matrix. | |
|
Maximum Simulation Horizon Maximum time horizon for interest rate simulations |
No information available |
Market Risk Management
(9 Yes /9 Known /10 Possible features)
|
Value at Risk (VaR) Calculation Ability to calculate VaR using different methodologies |
VaR calculation via historical, parametric, Monte Carlo and other methodologies is supported. | |
|
Expected Shortfall/Conditional VaR Calculation of expected shortfall for tail risk assessment |
Expected shortfall and tail risk analytics are available for market risk. | |
|
Trading Book Analytics Detailed analytics for market risk in the trading book |
Trading book analytics for market risk are an emphasized use-case. | |
|
Banking Book Market Risk Tools to assess market risk in the banking book |
Market risk analytics for banking book portfolios are covered by product capabilities. | |
|
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 |
Integrates with market data providers; integration APIs described in technical guides. | |
|
Foreign Exchange Risk Analysis Tools to measure and analyze foreign exchange exposures |
FX risk analytics included in the market risk module documentation. | |
|
Commodity Risk Analysis Capabilities to assess exposure to commodity price fluctuations |
Commodity risk management is included, especially for international and corporate banking applications. | |
|
Equity Risk Assessment Tools to measure and manage equity price risk |
Equity price risk analysis available according to product brochures. | |
|
Stress Testing Complexity Ability to model complex market stress scenarios |
Stress testing—both simple and complex—highlighted as a strength for regulatory compliance. |
Fund Transfer Pricing
(10 Yes /10 Known /10 Possible features)
|
Multi-Currency FTP Support for transfer pricing across multiple currencies |
Multi-currency transfer pricing support present, with documentation for multi-jurisdictional banks. | |
|
Matched Maturity FTP Implementation of matched maturity transfer pricing methodology |
Matched maturity transfer pricing methods explicitly supported. | |
|
Contingent Liquidity Pricing Incorporation of contingent liquidity costs in transfer prices |
Contingent liquidity costs can be configured in FTP models per documentation. | |
|
FTP Curve Construction Flexible tools for building and maintaining FTP curves |
FTP curve building tools described among product configuration options. | |
|
Historical FTP Analysis Ability to analyze historical FTP rates and their impact |
Historical analysis of FTP charges/rates available, as shown in reporting screen examples. | |
|
Behavioral Adjustment Integration Incorporation of behavioral assumptions into FTP calculations |
Behavioral adjustments (non-maturity deposit modeling) referenced in FTP documentation. | |
|
Cost Component Breakdown Detailed breakdown of FTP into cost components (liquidity, credit, etc.) |
FTP cost breakdown by component is available in both dashboards and reports. | |
|
FTP Simulation Tools to simulate the impact of FTP changes on business units |
FTP simulation and scenario impact described in product feature matrix. | |
|
Transfer Rate Customization Flexibility to customize transfer rates for specific products or segments |
Transfer rate customization detailed in user/admin guides. | |
|
FTP Reconciliation Tools to reconcile FTP charged/credited across the organization |
FTP reconciliation capabilities available as confirmed by solution documentation. |
Profitability and Performance Management
(9 Yes /9 Known /10 Possible features)
|
Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement |
RAROC calculation featured as part of performance management capabilities. | |
|
Product Profitability Analysis Detailed profitability analysis at the product level |
Product-level profitability reporting is included; documented in product showcase. | |
|
Customer Profitability Analysis Tools to assess profitability at the customer or segment level |
Customer and segment-level profitability analytics are a listed feature. | |
|
Channel Profitability Assessment Analysis of profitability across different distribution channels |
Channel profitability analytics, e.g., digital/branch, cited as available. | |
|
Cost Allocation Flexibility Sophisticated mechanisms for allocating costs to business units |
Flexible cost allocation and attribution supported, especially for profitability analytics. | |
|
Scenario-Based Profitability Forecasting Tools to forecast profitability under different scenarios |
Scenario-based forecasting available and cited as a strength in marketing materials. | |
|
Performance Dashboard Customization Ability to create customized performance dashboards for different users |
Performance dashboard customization for various reporting roles and stakeholders 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 |
Efficiency ratios and related metrics analysis included. | |
|
Return on Assets/Equity Calculation Automated calculation of ROA, ROE, and other key performance metrics |
Automated calculation of key metrics like ROA/ROE present. |
Capital Management
(9 Yes /9 Known /10 Possible features)
|
Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
Regulatory capital calculations, including support for Basel III and IV, are core to regulatory reporting provided by the product. | |
|
Economic Capital Modeling Sophisticated modeling of economic capital needs |
Economic capital modeling for multiple risk types mentioned in risk management literature. | |
|
Capital Allocation Methodology Flexible methodologies for allocating capital to business units |
Flexible capital allocation to business units described in capital planning literature. | |
|
Capital Planning Tools Forward-looking tools for capital planning and forecasting |
Forward-looking capital planning and forecasting tools included. | |
|
Stress Testing Integration Integration of stress testing results into capital planning |
Stress testing results can be integrated into capital planning tools. | |
|
Capital Optimization Tools to optimize capital allocation and usage |
Capital optimization dashboards and scenario analysis described in collateral literature. | |
|
Capital Adequacy Assessment Comprehensive assessment of capital adequacy |
Comprehensive capital adequacy assessment—Basel and local standards—offered as part of regulatory compliance. | |
|
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 tools and scenario modeling are available per solution summary. | |
|
Risk-Weighted Asset Optimization Tools to optimize the composition of risk-weighted assets |
Tools for risk-weighted asset optimization exist as part of capital calculation modules. |
Data Management and Analytics
(8 Yes /8 Known /10 Possible features)
|
Data Integration Flexibility Ability to integrate with various data sources and formats |
Built to integrate with multiple core systems, ERPs, warehouse, flat files, and APIs. | |
|
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 dashboards and monitoring toolset included within solution. | |
|
Data Lineage Tracking Ability to track the origin and transformations of data |
Data lineage for regulatory reporting and audit is documented as a compliance feature. | |
|
Advanced Analytics Capabilities Support for advanced analytics techniques (machine learning, etc.) |
Advanced analytics, including ML tools for pattern recognition and forecasting, included. | |
|
Data Visualization Tools Sophisticated tools for visualizing complex financial data |
Data visualization via interactive dashboards and custom report builders. | |
|
Self-Service Analytics Ability for users to create their own analyses without IT assistance |
Self-service analytics tools for business users frequently cited by marketing and implementation partners. | |
|
Real-Time Analytics Capability to perform analytics on real-time data streams |
Real-time analytics processing included, with streaming data integration available. | |
|
Historical Data Retention Maximum period for detailed historical data retention |
No information available | |
|
Predictive Analytics Tools for forecasting future trends and behaviors |
Predictive analytics and forecasting are major features. |
Compliance and Reporting
(9 Yes /9 Known /10 Possible features)
|
Regulatory Reporting Automation Automated generation of regulatory reports |
Automated regulatory reporting core capability; supported across global frameworks. | |
|
Multi-Jurisdiction Support Number of regulatory jurisdictions supported |
No information available | |
|
Regulatory Update Management Systematic process for implementing regulatory changes |
Automated workflow for updating compliance with regulatory changes described in regulatory architecture guides. | |
|
Audit Trail Functionality Comprehensive audit trails for all transactions and changes |
Comprehensive audit trails default for all actions and data changes; required for regulatory systems. | |
|
Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements |
Real-time compliance monitoring dashboards are a core compliance module feature. | |
|
Report Customization Ability to customize reports for different stakeholders |
Extensive report generator and customization interface provided. | |
|
Automated Reconciliation Tools for automated reconciliation of financial data |
Automated reconciliation tools included in both compliance and data management modules. | |
|
Disclosure Management Tools for managing financial disclosures |
Disclosure management tools described for regulatory publication workflows. | |
|
Regulatory Sandbox Environment for testing the impact of regulatory changes |
Regulatory sandbox/testing environments referenced for previewing regulatory changes. | |
|
Compliance Dashboard Real-time dashboard of compliance status across regulations |
Compliance dashboards—showing current status, gaps, and alerts—are prominent. |
System Architecture and Integration
(9 Yes /9 Known /12 Possible features)
|
Cloud Deployment Option Availability of cloud-based deployment options |
Cloud deployment option referenced in sales materials—AWS, Azure support offered. | |
|
On-Premises Option Availability of on-premises deployment |
On-premises deployment is fully supported for banks and regions requiring it. | |
|
API Extensibility Comprehensive API framework for system extensions and integrations |
Solution is API-first with extensive documentation for extensions and integrations. | |
|
Processing Speed Speed of processing standard ALM calculations |
No information available | |
|
Scalability Ability to scale with growing data volumes and complexity |
The architecture is explicitly described as scalable to large institutions and datasets. | |
|
Core Banking System Integration Seamless integration with core banking systems |
Integrates with standard and custom core banking platforms (e.g. Temenos, Finacle, SAP). | |
|
Data Warehouse Integration Integration with enterprise data warehouses |
Data warehouse integration (including Oracle, MS SQL, Teradata, etc.) is documented. | |
|
Real-Time Processing Support for real-time processing of transactions |
Supports real-time processing for certain ALM and regulatory applications. | |
|
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 mentioned in IT/security compliance documentation. | |
|
High Availability System uptime guarantee |
No information available | |
|
Multi-Entity Support Support for multiple legal entities within a single installation |
Multi-entity/holding structure support cited among large bank use-cases. |
This data was generated by an AI system. Please check
with the supplier. While you are talking to them, remind them that they need
to update their entry.