Market Risk

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moduleCapital AdequacyLiquidityMarket RiskMargin Management & FTPHedge AccountingFinancial PlanningData Platform


The ALMIS® Market Risk module evaluates and reports on interest rate risk in the banking book and foreign exchange rate risk.


  • IRRBB & FX
  • A full range of interest rate risk and fx reporting and analysis in accordance with latest BASEL 3 and EBA guidance covering EVE and NII shocks and sensitivities
  • Pre-payment and other behavioural inputs
  • Comprehensive gap and basis risk
  • Static and dynamic analysis
  • Economic and earnings sensitivity
  • Value at Risk
  • Basis risk analysis and reporting
  • Flexible gap reporting across categories, market and any combination of time periods
  • Pricing and fair value of instruments to multiple yield curves
'One of the biggest advantages of having a full ALM solution is that it’s underpinned by a single source of data. With this new regulatory reporting functionality, any data brought into the system populates the returns automatically, eliminating the need for any manual input.'
Robin Collett - Financial Controller
'ALMIS International have bent over backwards to help us and to guide our IT people through the installations. We’re always treated as a priority and not left to fix things ourselves. The company is more than just a software provider, they’re very much a partner.'
John Free ­– Regulatory Accountant
'ALMIS® Hedge Accounting is a strong easy to use module with a lot of flexibility and functionality especially on the interest rate risk side. We also complete our regulatory reporting and COREP on ALMIS® and plan to use it for our Bank of England returns. And since moving to the ALMIS Cloud hosting platform we’ve enjoyed many benefits. It’s quick and reliable and all the software updates are actioned quickly by ALMIS International.'
Lorraine Shalley - Financial Risk and Regulatory Reporting Manager

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