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EVERYTHING YOU NEED TO KNOW

 

Limitless Interest Rate Scenarios
Almost 50 different scenarios are included by default.
Ramps, shocks, parallel, non-parallel, and ±600 bps are all included.
Vectoring can be used to create endless combinations.

limitless rate scenarios

 
 

Instrument Level Data
All calculations are made at the individual instrument level.
Our report does not reply on call report data.

 
 

Proprietary & Completely Customizable
Our IRR report is built entirely in-house.
Each year it is independently reviewed and certified by a third party.

 
 

earnings at risk

economic value of equity

EAR, GAP, & EVE
Our model focuses on earnings at risk (EAR) simulations, static gap (GAP) analysis, and economic value of equity (EVE) analysis.
What-if scenarios can be used to gauge the impact of a new product on the institution’s risk profile.

 
 

Monitor Policy Limits
Our report displays your interest rate risk limits.
Stay in sync with your ALCO policy parameters.
Customize our report to track your management’s targets.
Keep on top of your liquidity and dependency ratios.

 
 

Balance Sheet & Trend Analysis
Easily see the balance sheet structure.
Quickly and visually understand changes in balances and rates.

balance sheet and trend

 
 

regression analysis

decay analysis

Regression and Decay Analysis
Regression analysis is used to compute bank-specific beta assumptions.
Decay analysis is used to compute bank-specific duration assumptions.

 
 

backtest

Backtesting & Stress Testing
Backtesting helps to verify the accuracy of projections.
Stress testing assumptions provides an added level of security.

 

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