Case Study – Risk Analysis & Reporting
- Risk Analysis is that part of Banking Tool which gives a complete Interest Rate Risk profile of any bank.
- Narrative summaries and visuals make it easy to confidently communicate a bank’s risk position.
- Bankers can cut through complexity, save time, and get the information needed for Board, ALCO and examiners.
Challenges / Business Problem
Build product with features like:
- Ability to do interest rate risk analysis and submit a risk report to the examiners of the bank.
- Completely customizable assumptions to fine tune bank’s data.
- Current cash flow, maturity and re-pricing information in Gap Report.
- Simulation of the new interest margin under varying interest rate conditions.
- Incorporate the most modern techniques to evaluate the resilience of the bank’s structure, and report its Economic Value of Equity (EVE) risk estimate in clear, transparent terms.
- Back checking to validate the results of the Rate Shock method.
- Performance Forecast to provide a more meaningful report of the potential changes to the bottom line, four quarters from the current quarter.
Client & Users
Region : USA
Industry : Banking
Total Users : 800+
- Schedule : 2-4 weeks Sprint – iterative method
- Team Size : 7
- MS Visual Studio 2013
- MS SQL Server 2005
- .NET Framework 4.5, 2.0
- ABC PDF .NET
- Chart Director
- Crystal Report
- MS FxCop
- MS Access
- MS Excel
- MS Word
- MS Project