ERMAS™ (Enterprise Risk Management Solution) Suite unifies liquidity, credit, and interest rate risk measures into a methodologically consistent framework, providing full coverage of ALM, IRRBB, integrated liquidity, fund planning, P&L simulation, provisioning and capital planning.
This integrated suite covers the full spectrum of Balance Sheet Management needs, with a strong emphasis on retail and corporate banking business. The integrated platform supports all key processes of CRO, CFO and Treasury departments, starting from the same input data and leveraging a common methodological framework. ERMAS™ encompasses a set of tools and analytical modules covering ALM, Traded and Non-Traded Market Risk, Liquidity & Funding Risk, Credit Risk, IFRS9, Economic and Regulatory Capital analysis, and FTP and Margin analysis according to international best practices and in full compliance with the local regulation.
ERMAS Lab delivers multi-scenario simulations of balance sheet, income statements and key risk indicators, through a user-defined model library that orchestrates macro-economic scenarios, planning tools and satellite models, within a sophisticated stochastic analytical environment. ERMAS Lab is the natural complement to ERMAS Balance Sheet Management module, designed to support deterministic simulations within a more traditional Asset Liability Management framework.