zeb expands its product spectrum with net interest income solution for financial institutions!

22 January 2019

Net interest is the key earnings indicator for banks. Especially in times of persistently low interest rates, it is of utmost importance for credit institutions to quickly recognize business-threatening interest rate risks. Thus, the current situation requires multi-period forecasting and analysis of net interest income. With its new NII Analyzer, zeb provides you therefore with a fast, simple, and efficient controlling module that focuses on comprehensive interest income simulations for financial institutions.

Main features of the NII Analyzer, based on zeb.control.risk – ALM, include a drill down function so that the net interest income can be split up into each single item and thus be understood on the basis of volume and customer interest as well as stress testing simulations in order to establish a forward-looking interest rate risk management. Moreover, you have the option of integrating measures/conditions (interest rate swaps) for hedging against interest rate risk into the simulation. Zeb’s net interest income solution also enables your company to quickly and cost-efficiently meet the challenges of IRRBB as the new NII Analyzer is capable of generating EBA-compliant reports on periodic and present value interest rate risk using various measuring approaches.

Check out our new tutorial that guides you intuitively through the three-fold process of the NII Analyzer from the actual data import over simulation configuration to accessing the result reports.

The simulation calculations in the NII Analyzer will support you in meeting regulatory requirements for a multi-period risk assessment based on trading results, that are, for example, subject to BCBS 368. The NII Analyzer is simple and intuitive and, due to the small amount of input data required, the implementation effort is low. Thus, the NII Analyzer represents a lean version that is well suited as a starting point to get familiar with the modular software of zeb. A potential upgrade to zeb.control.risk – ALM is possible at any moment.

zeb.control has been successfully implemented as a control and simulation software in numerous projects in recent years. This was confirmed by the independent Chartis study where zeb.control was recognized as the “best of breed” solution.

You can also perform these simulations quickly and easily yourself. So don’t miss the opportunity for a free 90 days trial to the demo environments of zeb.control with your own data upon request.

Become a bobsguide member to access the following

1. Unrestricted access to bobsguide
2. Send a proposal request
3. Insights delivered daily to your inbox
4. Career development