Prometeia, the global leader in Risk Management consulting and software solutions, has released a new version of its ERMAS Suite enriched with an innovative tool to simulate the hedging strategies.
Hedging Strategy automatically creates, modifies, and simulates interest rate swaps or currency swaps as necessary to achieve the target exposure associated with interest and/or exchange rates fluctuations, under a specific market scenario, to more effectively support the interest rate risk management process.
“Our solutions for ALM analysis are the result of continuous research and innovation to improve and increase methodologies and techniques for measuring the bank’s exposure to interest rate risk,” says Andrea Partesotti, Head of Enterprise Risk Management Area at Prometeia. “The development of more sophisticated tools, such as hedging swap strategies, aims to better support our clients in measuring, monitoring and controlling interest rate risk and also responding to regulators’ requests.”
The hedging strategy tool allows the user to define the following strategies, which can also be combined and calculated simultaneously:
ERMAS pivot reporting and graphical dashboard tools are also available to analyse the hedging portfolios and to support the user in the configuration of the hedging strategies, selecting the most relevant breakdown dimensions and notional or principal flow measures for underlying instruments and hedging swaps.
ERMAS, the new generation of value-centric risk solutions, is used by over 200 clients in more than 20 different countries to support their critical decisions and to comply with local and international regulatory requirements.
Albaraka Türk has recently upgraded its funds transfer pricing framework in collaboration with Prometeia, a leading provider in risk management t...View article
Prometeia – the global provider of tools and analytics for wealth, asset & risk management – has been selected again for the WealthTec...View article
Prometeia, the leading provider of risk management solutions, and Basinghall Analytics, a quant house focusing on risk modelling, data and regulation,...View article