Risk Management Insights

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15/02/2016 / Asset & Liability Management, Performance Management

Looking at Treasury Management Systems? 10 Key Areas to Analyse

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Protecht is a leading provider of Risk Management software. If you are interested in a cost effective Treasury Management System, then take a look at the interview with Erik Gates. As Director of Prudential Investment Services Corp, Erik explains how Protecht is enhancing his business in a highly competitive industry. 

The Treasury function is becoming increasingly important to organisations for making informed decisions to manage their risks. Many organisations are looking at how they can optimize the performance of their treasury departments.

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20/03/2015 / Risk Analytics, Asset & Liability Management

Moving from ALM Risk Data to ALM Business Intelligence

As Albert Einstein said “If you can't explain it simply, you don't understand it well enough”…

Interest rate risk measurement typically has a number of processes attached to it:

  • Reconciliation of balance sheet data;
  • Confirmation of rates used for Earnings at Risk (EAR) and volatility calculations;
  • Parameters and assumptions appropriately checked;
  • Key outputs checked for reasonableness; and
  • Attribution analysis to interpret movement in measures.

Much time is devoted to these processes to derive a set of point in time numbers - such as: Value at Risk (VaR), Present Value of a Basis Point (PVBP) or EAR at a particular run date. However, how much consideration and effort do you need to give to turning this point in time data into useful business intelligence? 

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