IRRBB

Navigate your future capital and earnings with confidence

  • EVE
  • NII
  • CSRBB
  • Outlier Tests
  • Rollover
  • Balance Sheet Assumptions
  • Behavioral Models
  • Curve Management UI
  • Curve Modelling
  • Spreads
We got it covered
  • EVE
  • NII
  • CSRBB
  • Outlier Tests
  • Rollover
  • Balance Sheet Assumptions
  • Behavioral Models
  • Curve Management UI
  • Curve Modelling
  • Spreads
  • Basel.NXT

    is a state-of-the-art solution that helps to safeguard your bank's profitability and capital against interest rate fluctuations through advanced risk assessment and modeling. The pre-defined regulatory interest rate scenarios allow for a fast standardized model to interest rate risk as the baseline. The flexible scenario modelling framework offers a full-fledged internal interest rate risk management framework. Proactive risk management strategies are identified through stress-testing and scenario analysis through a purpose-built UI and the on-the-fly creation of sandboxing workspaces.

    Out-of-the-box
    Regulatory scenarios
    Scalable
    and performant
    Behavioral
    modelling
    Guided UX
    Dedicated
    curve management UI
    Internal Interest Rate Risk
    reporting

    Experience
    the magic

    In times of historic interest rate shifts, one needs to project impacts on capital and earnings under a wide range of scenarios in addition to the regulatory ones