Prometeia

An approach for estimating the fair value of the various NPL securitization tranches

Prometeia has launched a thoroughly redesigned software solution for FTP & Margin Analysis within the Performance Management & Control functionalities of ERMAS, the company’s flagship Risk Management Suite, granting even more effective user experience and support to real-time pricing processes. The specific module for Product-based FTP...

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...

Banks are challenged to develop risk-based strategies, more integrated reporting, and to embed risk in all their decision-making processes. ERMAS is the advanced and flexible solution designed by Prometeia to support active balance sheet management, while meeting the requirements of national and international regulators.

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...

Prometeia supports banks and insurers in the path to digital transformation, defined by the rise of fintech and new digital native players, through the enhancement of internal and external data, with the adoption of Big Data and Data Science methodologies and tools to integrate traditional analytical techniques.

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