Active Balance Sheet Management


ERMAS Balance Sheet Management solution represents an integrated and comprehensive analysis and simulation framework, supporting the governance of key processes of financial institutions, such as Asset Liability Management and traded and non-traded market risk analysis, funding plan and liquidity risk management, projections of interest margin, RWAs and risk adjusted profitability, aimed at optimizing balance sheet management strategies. Balance Sheet Management tools are also essential to guarantee regulatory compliance such as ICAAP and ILAAP, supervisory stress test (ECB/EBA), risk appetite framework and recovery plan definitions.

  1. Active Balance Sheet Management
  2. Performance Management and Control
  3. Risk & Finance Integration
  4. Credit Risk Analysis
  5. Credit Decision Management
  6. Model Risk Management
  7. Regulatory and Accounting Compliance
  8. Financial Pricing Engineering