Prometeia

Models are a strategic component in the banking decision-making process. It is crucial to manage their entire lifecycle - from design to implementation, monitoring, and retirement - to achieve targeted standards of performance and reliability. Prometeia Model Risk Management (MRM) Suite is the comprehensive, modular and scalable software solution...

ERMAS Balance Sheet Management solution represents an integrated and comprehensive analysis and simulation framework, supporting the governance of key processes of financial institutions, such as Asset Liability Management and traded and non-traded market risk analysis, funding plan and liquidity risk management, projections of interest margin,...

Prometeia supports banks, insurance companies, and other financial service institutions in their digital transformation journey, through the enhancement of internal and external data and the adoption of Data Science methodologies and tools.

Prometeia finds that the sign of the impact strongly depends on banks' ability to transmit negative rates to deposits

Starting on 30 June 2019, EBA Guidelines on IRRBB enter into force for EU institutions. Waiting for more detailed instructions by the European regulator for implementation, Prometeia promoted a web-based industry survey involving ALM, Treasury, Market & Liquidity risk units from almost 50 financial institutions to understand whether and how banks...

The ECB has included the assessment of banks’ resilience to liquidity shocks as one of its supervisory priorities for 2019. Accordingly, it launched LiST, the Liquidity Stress Test Exercise, a sensitivity analysis of liquidity risk, involving about 100 significant banks directly supervised under the SSM. Here Prometeia gives an overview of the...

Thanks to its expertise Prometeia has developed the new Economic Scenario Service, a service that allows: to identify the evolution of the main economic and financial variables; to understand their relationship with risk factors that have an impact on the structure of the Financial Statements, capital adequacy and liquidity; to assess the impact of...

The Prometeia answer to the 2018 EU-wide Stress Testing requirements