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.
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