zeb.control.risk - ALM

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Overview

Improving net interest income, planning actions * Integrated present-value- and period-oriented ALM * Comprehensive action simulation * Structural liquidity planning

ALM software module of zeb.control.risk supports financial institutions in planning and controlling the key return elements of maturity and liquidity transformation. The software represents your reliable and well-proven tool for the targeted management of the balance-sheet structure and the related institute-wide interest rate and liquidity risks.

Among all, in its Market Update 2018, Chartis has especially noted the manifold scenarios functionality of the module, which allows to comprehensively simulate market developments and actions at the portfolio level. The software capabilities have been highly graded in the Scenario Management System category criterion of the market update.

Numerous credit institutions are faced with the problem of non-conforming management impulses from present-value and accrual-based planning. We offer an integrated management system that eliminates these deficits.

zeb.control shows an outstanding coverage of risk management functionalities

zeb, Europe’s leading management consultancy, has been rated as a provider of an outstanding risk management solution with the most extensive coverage of functionalities in the handbook for practitioners "Zinsrisikomanagement". More specifically, the ALM module of zeb.control has outperformed other software solutions in a comparison where various aspects in several categories were considered.

In the updated edition of his handbook "Zinsrisikomanagement", the publisher, Prof. Svend Reuse, compared various software solutions, and rated the zeb.control’s ALM module as a solution with the most extensive functionality. The handbook contains a summary of the current regulatory aspects such as BCBS 368, EBA GL 2018/02, SREP, MaRisk 6.0 and, moreover, provides an overview of regulatory frameworks and strategy aspects, gives concrete practical implementation hints.

zeb’s solution shows outstanding coverage of various aspects which fall into the categories of database and implementation, present value calculations, income statement calculations, reporting, and overall bank management. In a direct comparison, zeb.control has the best functionality in each category from a practitioner's point of view compared to the alternative software solutions.

Unlike other software solutions, zeb.control offers complete support of income statement reconciliation and replication portfolio. Moreover, automated generation of measures and calculation of variance/covariance for value at risk are enabled. With ROI Scheme as well as combination of risk levers and interest rate scenarios being possible, zeb.control scores the highest in reporting category. In addition, standard reporting of interest rate scenarios according to BCBS 368 and integrated IDW RS BFA 3 testing functionalities allow it to outperform the other compared solutions. Ultimately, the ALM module of zeb.control has the most comprehensive functionalities and impresses with the clarity of the results.

Key Features

  • Splitting of interest income statement in net interest spread and transformation result
  • Separation between interest and liquidity commitments, in particular for core deposit products by means of a replication portfolio
  • Institution-specific structuring of the liquidity overview for leasing products and proprietary trading
  • Consideration of risk factors, e.g. default rates, extension rates, statistical termination rates
  • Calculation of interest income and margin based on installment plans for customer business and proprietary trading.

Key Benefits

  • zeb’s expert knowledge of risk management

  • Implementation expertise gained at international institutions of different sizes and complexities

  • Low investment through integration into existing IT systems

  • Efficient and customizable solution

  • State-of-the-art technology

  • Outstanding coverage of risk management functionalities

Product/Service details