Treasury Automation

Automation of the assets and liability structure dynamic management (ALM), profitability and bank capital allocation (FTP), liquidity risk and interest rate risk in the banking book (IRRBB).

Key advantages:

  • New opportunities to increase business efficiency: decision-making management based on various complex scenarios and possible stresses.
  • Modular architecture enables stage-by-stage automation of various business tasks depending on priorities.
  • Quick implementation: doable in 3 months thanks to standard out-of-the-box configurations
  • International experience and a strong team of experts: projects in 15+ world countries and close cooperation with leading world vendors, such as Finastra, IBM, FICO, GoldenSource, consulting companies of Big-4.

experienced consultants
years of experience
How can we help you?
Contact us
Or call 495 984-25-13
How does this work?

The calculation of estimated economic indicators of financial instruments such as book value, cash flows on principal debt and interest, cumulative cash flows, as well as using stress-testing algorithms, is performed based on the best-in-class system, Finastra Fusion Risk. The Fusion Risk system can deal with any complexity of financial instrument calculations, and has a healthy potential for building the bank's dynamic balance and PnL, multi-criterion stress-testing (including macroeconomic factors, behavioral factors and business planning scenarios), calculation of interest rate metrics - repricing gap, Delta EVE, Delta NII, and automation of Fund Transfer Pricing (FTP).

Business rules creation and prediction models management of sensitivity to the bank's assets and stress factors is performed with the use of the Neoflex Datagram technological platform. Our Datagram platform is seamlessly integrated with Fusion Risk. The solution features a flexible architecture based on the Fusion Fabric Connect integration platform. The customer can implement various solution modules step-by-step in accordance with the business priorities and combine them with each other and with other systems within the bank's IT landscape.