Imberg RaPID© is truly integrated web-based software covering financial risk (credit, liquidity, interest rate, market), accounting / controlling / forecasting, CBUAE (BRF) regulatory reporting and treasury for banks
Credit Risk
Exposure analysis according to various dimensions
Resistance to change – Employees may resist new CPM systems/processes
Concentration risk and large exposure analysis with respect to customers, currencies, countries / geography, sectors, industries and others user defined dimensions
Liquidity risk
Survival period, gap analysis (marginal, cumulative, and residual), liquidity ratios (liquid / assets, illiquid assets / assets, loan to deposit ratio), funding, management
Stress testing of various risk factors
Intraday liquidity (BCBS 248)
Market risk
Net present value, duration, convexity, yield-to-maturity, option Greeks
Stress testing of various risk factors
ALM / interest rate risk
IRRBB (Interest rate risk in the Banking Book)
Sensitivity analysis
Repricing gaps
Capital Management Plan (CMP)
Accounting / controlling
Balance sheet / profit & loss / portfolios
Book engine
IFRS 7, 9, 13: constant effective yield, amortized cost, fair value, “other risks”
FTP (Funds transfer pricing)
RAROC, RORAC, RARORAC
Time series analysis
Performance analysis
Limits
Real time and near time limit checks using flexible criteria like currencies, countries, counterparties, large exposure according to finma / CRR.
Treasury
Deal capturing of money market, bonds, FX spots, nostro transfer and IR / FX swaps.
Real time nostro balance by using MQ Series / swift Intraday liquidity / BCBS 248
Pre-deal check / limits
CBUAE reg reporting
Covering the BRF, FRE and IBRF reports with
True integration with the internal risk management
Full drill-down to the underlying data
Data sanity checks
Historical comparison
Forward looking
Cross validation
BRF-001, BRF-002, BRF-003, BRF-004, BRF-005, BRF-006, BRF-007, BRF-008, BRF-009, BRF-010, BRF-011, BRF-012, BRF-013, BRF-014, BRF-031, BRF-032, BRF-033, BRF-034, BRF-035, BRF-036, BRF-037, BRF-038, BRF-039, BRF-040, BRF-041, BRF-042, BRF-043, BRF-044, BRF-045, BRF-046, BRF-047, BRF-048, BRF-051, BRF-052, BRF-053, BRF-054, BRF-056, BRF-057, BRF-058, BRF-059, BRF-060, BRF-062, BRF-064, BRF-065, BRF-066, BRF-067, BRF-068, BRF-069, BRF-070, BRF-071, BRF-073, BRF-074, BRF-076, BRF-077, BRF-078, BRF-079, BRF-080, BRF-081, BRF-082, BRF-083, BRF-084, BRF-085, BRF-086, BRF-087, BRF-088, BRF-091, BRF-092, BRF-093, BRF-094, BRF-096, BRF-099, BRF-100, BRF-101, BRF-102, BRF-103, BRF-104, BRF-151, BRF-152, BRF-153, BRF-154, BRF-155, BRF-156, BRF-181, BRF-200, BRF-201, BRF-202, BRF-300, BRF-303, BRF-305, BRF-401, BRF-402, BRF-403, BRF-404, BRF-405, BRF-406, BRF-407, BRF-755, FRE-004, FRE-005
Additional features
Job control for workflow automation
Audit trail
Additional features
More than 200 pre-defined reports
Report generator
Self-service reporting
Excel to Web reporting
