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ERMAS ALM from Prometeia
An enterprise risk management platform with advanced ALM capabilities including interest rate risk management, liquidity risk analysis, and funds transfer pricing. Offers balance sheet optimization, scenario modeling, and regulatory compliance tools.
Product analysis by function
Asset and Liability Management for Treasury
Systems that help banks manage their balance sheet, including interest rate risk, liquidity risk, and capital adequacy.
More Asset and Liability Management
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Balance Sheet Management
(9 Yes /9 Known /10 Possible features)
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Gap Analysis Ability to analyze and visualize the gaps between rate-sensitive assets and liabilities |
ERMAS ALM specifically advertises gap analysis tools for rate-sensitive assets/liabilities as part of balance sheet management. | |
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Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio |
Product documentation highlights advanced interest rate risk metrics including duration analysis. | |
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Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities |
Maturity ladder and detailed asset/liability profiles are listed in product capabilities. | |
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Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions |
ERMAS ALM supports balance sheet forecasting, as described under scenario modeling and analytics. | |
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Scenario Analysis Depth Number of concurrent scenarios that can be analyzed |
No information available | |
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What-If Analysis Tools to simulate the impact of strategic decisions on the balance sheet |
What-if/simulation features are core to ERMAS ALM. | |
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Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data |
Regulatory reporting automation is included, targeting Basel frameworks and local regulations. | |
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Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items |
Custom classifications/hierarchies for balance sheet reported as configurable. | |
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Balance Sheet Optimization Algorithms to suggest optimal balance sheet structure based on constraints |
Balance sheet optimization algorithms are a highlighted capability. | |
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Historical Trending Tools to analyze and visualize balance sheet trends over time |
ERMAS ALM offers historical trending and analytics for balance sheet data. |
Liquidity Risk Management
(9 Yes /9 Known /10 Possible features)
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Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III |
LCR calculations per Basel III are listed in liquidity risk management. | |
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Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III |
NSFR calculation support is included for Basel III/IV compliance. | |
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Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios |
Liquidity stress testing, including custom and regulatory scenarios, is described. | |
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Intraday Liquidity Monitoring Real-time tracking of liquidity positions throughout the day |
ERMAS ALM provides intraday liquidity monitoring for treasury/treasury operations. | |
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Liquidity Risk Early Warning Indicators Predefined triggers and alerts for potential liquidity issues |
Early warning indicators and triggers are described under liquidity risk functionality. | |
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Contingency Funding Plan Integration Integration of contingency funding plans into liquidity management |
Product mentions integration of contingency funding plans. | |
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Cash Flow Forecasting Horizon Maximum timeframe for detailed cash flow projections |
No information available | |
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Survival Period Analysis Tools to determine how long the bank can survive under stress conditions |
Survival period/stress survival analytics available for liquidity risk. | |
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Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers |
Buffer optimization is included as part of liquidity management suite. | |
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Counterparty Liquidity Risk Assessment Analysis of liquidity risks posed by key counterparties |
Counterparty liquidity risk analytics are included for treasury clients. |
Interest Rate Risk Management
(9 Yes /9 Known /10 Possible features)
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Net Interest Income (NII) Simulation Ability to project NII under various interest rate scenarios |
NII simulation under different interest rate scenarios is supported. | |
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Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value |
EVE analysis features (interest rate risk in the banking book) included. | |
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Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations |
Yield curve and interest rate risk analysis (parallel/non-parallel shocks, twists) are standard. | |
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Basis Risk Measurement Tools to analyze basis risk between different rate indices |
ERMAS ALM includes basis risk measurement for multiple index exposures. | |
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Option-Adjusted Spread Analysis Capabilities to measure option-adjusted spreads for embedded options |
Option-adjusted spread analytics available for optionality in assets/liabilities. | |
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Interest Rate Derivatives Modeling Sophisticated modeling of interest rate derivatives and their impact |
ERMAS ALM supports interest rate derivatives modeling. | |
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Prepayment Risk Modeling Tools to model and analyze prepayment behavior and its impact |
Prepayment risk (for loans, securities) modeling is described in product capabilities. | |
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Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks |
Immediate and gradual (shock) rate change analysis is supported. | |
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Interest Rate Volatility Analysis Tools to measure and analyze interest rate volatility |
System measures volatility for IR risk; historical and simulation-based approaches available. | |
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Maximum Simulation Horizon Maximum time horizon for interest rate simulations |
No information available |
Market Risk Management
(9 Yes /9 Known /10 Possible features)
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Value at Risk (VaR) Calculation Ability to calculate VaR using different methodologies |
ERMAS ALM supports VaR calculation for market risk. | |
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Expected Shortfall/Conditional VaR Calculation of expected shortfall for tail risk assessment |
Expected shortfall and tail risk metrics (including conditional VaR) are available. | |
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Trading Book Analytics Detailed analytics for market risk in the trading book |
Trading book analytics for market risk mentioned in product scope. | |
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Banking Book Market Risk Tools to assess market risk in the banking book |
ERMAS ALM supports market risk analysis applied to the banking book. | |
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Monte Carlo Simulation Capacity Number of Monte Carlo simulations supported for market risk analysis |
No information available | |
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Market Data Integration Seamless integration with market data providers |
Integration with market data providers (Bloomberg, Reuters, etc.) is standard. | |
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Foreign Exchange Risk Analysis Tools to measure and analyze foreign exchange exposures |
FX risk (exposure, measurement, analytics) described in documentation/use cases. | |
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Commodity Risk Analysis Capabilities to assess exposure to commodity price fluctuations |
Commodity risk assessment included for clients with relevant exposures. | |
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Equity Risk Assessment Tools to measure and manage equity price risk |
Equity price risk analysis features present for trading and investment books. | |
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Stress Testing Complexity Ability to model complex market stress scenarios |
Complex stress test scenario support listed as feature for market risk. |
Fund Transfer Pricing
(10 Yes /10 Known /10 Possible features)
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Multi-Currency FTP Support for transfer pricing across multiple currencies |
Supports multi-currency transfer pricing. | |
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Matched Maturity FTP Implementation of matched maturity transfer pricing methodology |
Matched maturity FTP methodology is advertised. | |
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Contingent Liquidity Pricing Incorporation of contingent liquidity costs in transfer prices |
Contingent liquidity is incorporated in FTP calculations. | |
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FTP Curve Construction Flexible tools for building and maintaining FTP curves |
FTP curve management is described as a configurable feature. | |
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Historical FTP Analysis Ability to analyze historical FTP rates and their impact |
Historical FTP analysis and impact review included. | |
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Behavioral Adjustment Integration Incorporation of behavioral assumptions into FTP calculations |
Behavioral assumptions can be incorporated into FTP calculation per documentation. | |
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Cost Component Breakdown Detailed breakdown of FTP into cost components (liquidity, credit, etc.) |
Detailed cost component breakdown available within FTP modules. | |
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FTP Simulation Tools to simulate the impact of FTP changes on business units |
FTP simulation/impact modeling is mentioned as a system function. | |
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Transfer Rate Customization Flexibility to customize transfer rates for specific products or segments |
Transfer rate customization by product or segment noted. | |
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FTP Reconciliation Tools to reconcile FTP charged/credited across the organization |
FTP reconciliation tools are mentioned to identify and match FTP allocations. |
Profitability and Performance Management
(9 Yes /9 Known /10 Possible features)
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Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement |
RAROC calculations for performance management are included. | |
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Product Profitability Analysis Detailed profitability analysis at the product level |
Product profitability analysis module is described. | |
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Customer Profitability Analysis Tools to assess profitability at the customer or segment level |
Customer/segment profitability analysis is shown in reporting/analytics. | |
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Channel Profitability Assessment Analysis of profitability across different distribution channels |
Channel profitability is analyzed within the performance management area. | |
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Cost Allocation Flexibility Sophisticated mechanisms for allocating costs to business units |
Flexible cost allocation tools are included per product literature. | |
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Scenario-Based Profitability Forecasting Tools to forecast profitability under different scenarios |
Scenario-based profitability forecasting is present, utilizing scenario engine. | |
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Performance Dashboard Customization Ability to create customized performance dashboards for different users |
Customizable dashboards are standard for different users and KPIs. | |
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Profitability Drill-Down Depth Number of hierarchical levels available for profitability drill-down |
No information available | |
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Efficiency Ratio Analysis Tools to analyze and track efficiency ratios |
Efficiency/operating ratio analytic tracking included in product management tools. | |
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Return on Assets/Equity Calculation Automated calculation of ROA, ROE, and other key performance metrics |
Calculation of ROA, ROE, and related ratios is included as standard reporting. |
Capital Management
(9 Yes /9 Known /10 Possible features)
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Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
Regulatory capital requirement calculation advertised as a pillar of regulatory coverage. | |
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Economic Capital Modeling Sophisticated modeling of economic capital needs |
Economic capital needs modeling is supported. | |
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Capital Allocation Methodology Flexible methodologies for allocating capital to business units |
Flexible capital allocation to business units is described in management modules. | |
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Capital Planning Tools Forward-looking tools for capital planning and forecasting |
Forward-looking and scenario-based capital planning tools described. | |
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Stress Testing Integration Integration of stress testing results into capital planning |
Stress testing integration in capital planning/regulatory modules. | |
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Capital Optimization Tools to optimize capital allocation and usage |
Capital optimization algorithms are available to support management decisions. | |
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Capital Adequacy Assessment Comprehensive assessment of capital adequacy |
Capital adequacy covered comprehensively (ICAAP, Pillar 2, Basel). | |
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Regulatory Framework Coverage Number of regulatory capital frameworks supported (Basel II, III, IV, etc.) |
No information available | |
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Capital Ratio Forecasting Tools to forecast key capital ratios under different scenarios |
Capital ratio forecasting under scenarios described as supported functionality. | |
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Risk-Weighted Asset Optimization Tools to optimize the composition of risk-weighted assets |
Risk-weighted asset optimization included for capital efficiency. |
Data Management and Analytics
(8 Yes /8 Known /10 Possible features)
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Data Integration Flexibility Ability to integrate with various data sources and formats |
System integrates with a variety of data sources and is data-agnostic. | |
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Big Data Processing Capacity Volume of data that can be processed efficiently |
No information available | |
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Data Quality Management Tools for monitoring and improving data quality |
ERMAS ALM provides data quality management/monitoring tools. | |
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Data Lineage Tracking Ability to track the origin and transformations of data |
Data lineage and traceability tools advertised. | |
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Advanced Analytics Capabilities Support for advanced analytics techniques (machine learning, etc.) |
Advanced analytics, including machine learning capabilities, included for enrichment. | |
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Data Visualization Tools Sophisticated tools for visualizing complex financial data |
Sophisticated data visualization and dashboarding included. | |
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Self-Service Analytics Ability for users to create their own analyses without IT assistance |
Self-service analytics and reporting module available. | |
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Real-Time Analytics Capability to perform analytics on real-time data streams |
Real-time analytics possible for streaming data, per technical literature. | |
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Historical Data Retention Maximum period for detailed historical data retention |
No information available | |
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Predictive Analytics Tools for forecasting future trends and behaviors |
Predictive analytics features included within scenario simulation and forecasting. |
Compliance and Reporting
(9 Yes /9 Known /10 Possible features)
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Regulatory Reporting Automation Automated generation of regulatory reports |
Automated regulatory report generation forms part of compliance suite. | |
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Multi-Jurisdiction Support Number of regulatory jurisdictions supported |
No information available | |
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Regulatory Update Management Systematic process for implementing regulatory changes |
Systematic process for regulatory updates described in documentation. | |
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Audit Trail Functionality Comprehensive audit trails for all transactions and changes |
Comprehensive audit trail capabilities part of platform. | |
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Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements |
Real-time compliance monitoring supported with dashboarding. | |
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Report Customization Ability to customize reports for different stakeholders |
Highly customizable regulatory and management reports. | |
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Automated Reconciliation Tools for automated reconciliation of financial data |
Automated reconciliation of financial data forms part of compliance module. | |
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Disclosure Management Tools for managing financial disclosures |
Disclosure management supported for financial/compliance regulatory requirements. | |
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Regulatory Sandbox Environment for testing the impact of regulatory changes |
Regulatory sandbox (impact testing environment) is available according to detailed specification. | |
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Compliance Dashboard Real-time dashboard of compliance status across regulations |
Compliance dashboard with real-time metrics is a product feature. |
System Architecture and Integration
(9 Yes /9 Known /12 Possible features)
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Cloud Deployment Option Availability of cloud-based deployment options |
Cloud deployment option is available via SaaS or managed cloud. | |
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On-Premises Option Availability of on-premises deployment |
On-premises deployment option available for banks with local IT/security needs. | |
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API Extensibility Comprehensive API framework for system extensions and integrations |
API extensibility via RESTful or other APIs, per technical whitepapers. | |
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Processing Speed Speed of processing standard ALM calculations |
No information available | |
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Scalability Ability to scale with growing data volumes and complexity |
Scalability for large and complex banking environments is a key feature. | |
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Core Banking System Integration Seamless integration with core banking systems |
Integration with leading core banking systems described in deployment use cases. | |
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Data Warehouse Integration Integration with enterprise data warehouses |
Data warehouse integration (eg with Oracle, MS SQL, etc.) listed. | |
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Real-Time Processing Support for real-time processing of transactions |
System supports real-time processing for transactions where required. | |
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Third-Party Integration Number of pre-built integrations with third-party systems |
No information available | |
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Disaster Recovery Comprehensive disaster recovery capabilities |
Disaster recovery and business continuity options detailed in product literature. | |
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High Availability System uptime guarantee |
No information available | |
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Multi-Entity Support Support for multiple legal entities within a single installation |
ERMAS ALM supports single and multi-entity environments within the same installation. |
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