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Market Risk Module

The ALMIS Market Risk Module has a wide range of features to evaluate the effects of interest rate risk in the banking book (IRRBB) and  of foreign exchange rates on an organisation’s balance sheet. Many of the reports, which are core to the ALMIS system, are delivered via the Market Risk Module.

Module Features
  • Measure FX and Interest Rate Risk, both separately and combined
  • Covers static and dynamic approaches
  • Economic and earnings sensitivity
  • Basic risk reporting and analysis
  • Will take account optionality
  • Includes ability to include pre-payment and behaviour curves and pipeline
  • Pricing and Fair Value of instruments to multiple yield curves
  • Flexible choice in treatment of capital and reserves and other non-interest items
  • Gap Analysis – A flexible gap reporting tool is available across categories, markets and for any combinations of time periods

View other products from ALMIS International

Financial Planning Module

The Financial Planning Module allows banks to gain a clearer understanding of their future financial positions by creating forward plans and performing powerful balance sheet and income simulations. The planning module allows banks to create an unlimited and diverse series of new balance sheets and income statements based on an existing balance sheet. This is …

Margin Management & FTP Module

The whole point of a bank is to make an interest margin and therefore price its loans and funding appropriately and this is where our Margin Management and FTP module fits in. The starting point is our acclaimed balance sheet and margin report. This details at multi-levels balances and the daily margin. It gives the composition …

Capital Adequacy Module

 The Capital Adequacy Module provides insightful reports and analytics which specifically examine the adequacy of capital resources required under the standardised approach in CRD IV and BASIL III. This module is designed to assist with both regulatory reporting and the production of Internal Capital Adequacy Assessment Process (ICAAP) document being capable of performing capital stress …