Market Risk

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    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
    "Using the same data for ALM outputs and the auto-population of regulatory returns is efficient"
    Director of Finance and Control
    "The reports we produce using the ALMIS® ALM functionality provide invaluable insight on our balance sheet"
    Robin Collett, Financial Controller