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Banking
- Asset Liability Management (ALM) and Basel Interest Rate Risk in the Banking Book (IRRBB)
- Counterparty Risk
- Market and Credit Risk Simulation
- Basel Credit Risk
- Credit Valuation Adjustment (CVA)
- Basel Market Risk
- ISDA SIMM
- Basel Liquidity Coverage Ratio (LCR)/Net Stable Funding Ratio (NSFR)
- IFRS Expected Loss
- Funds Transfer Pricing (FTP)
- Risk Weighted Assets (RWA)
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Insurance
- Asset Liability Management (ALM)/Multi-Period Forecasting
- Risk-Based Capital
- Portfolio and Transaction Level Analytics
- Macro-Economic Variable Stress Testing
- Market and Credit Risk Value at Risk (VaR)
- Comprehensive Instrument/Balance Sheet Coverage
- Statutory/GAAP/Tax Accounting Treatments
- CECL/IFRS9
- Asset Management
- Corporate Treasury
Performance Attribution
KRM stores valuations and simulation results at the individual position or transaction level. Aggregation hierarchies can be defined across portfolios, asset classes, country, currencies and any user-defined dimension of interest . KRM reports on valuations for the portfolio (long positions), the benchmark (short positions) and active (net) portfolio. The values are computed for each level of aggregation and meet the requirements of portfolio managers, analysts and risk managers.