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Risk GPS is that part of BankersGPS (Goal Positioning System) 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.

Solution Overview

Risk GPS is that part of BankersGPS (Goal Positioning System) 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 Problems

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.

User Overview

Region

USA

Industry

Banking

Industry

800+

Project Overview

Schedule

2-4 weeks Sprint – iterative method 

Team Size: 7

Technology

Dev Tools

  • MS Visual Studio 2013, 2005

  • 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

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