top of page

ERMNIS BASEL TOOL

FRTB Basel Solution tool

With several years of strong technical and Basel functional knowledge, our team have developed a complex neural engine tool with advance AI technologies to deliver FRTB requirements to BCBS-457.  The capabilities and expertise of this risk as a service solution will take your business to the next level. At ERMNIS, we combine our insights and skills to transform your processes and strategies, and in turn, your company. We’re proud to help shape and improve how our clients structure and manage their business.

Programming Console
Business Meeting

ERMNIS TOOL FUNCTIONALITY

Find Out More

Key Functionality

Market Risk Capital Charge Module Functionality

  • FRTB Module compliant to Basel Regulations Minimal Capital Requirements BCBS-457

  • Gels together using underline Neural Intelligence Technology

    • Market Data 

    • Risk Methodology

    • Trading Applications

  • Support SA for IMA Models

    • both models fully integrated into the build.

    • framework designed to simplify IMA approval

    • reconfigured regulatory set-up for SA compliance

    • Full products coverage 

  • Risk factor generation and time series management

  • Shortcuts diagnoser for risk factor eligibility test (RFET)

  • RFET selection of bucketing approach

  • DRC, P&L attribution and backtesting

  • Expected Shortfall calculation.

  • Support for liquid and non-liquid data and data management for NMRF - Non-modellable Risk Factors.

  • Support for hypothetical P&L (HPL) calculation methodology

  • Built on Linux and Oracle high-performance architecture

  • Neural intelligence engine to optimize computation and aggregation methodology.

  • Neural Artificial Intelligence engine prototype to automatically generate stress time series.

  • Normalized data model to enhance calculation engine by computing calculation once.

  • Superfast Tesla GPU calculation engine with ERMNIS in-memory aggregation

  • Calculates Capital Charge: using full FRTB breakdown computation across all relevant asset classes.

  • Fully integrated mapping tool with central banks approved field standardization.

  • Fully integrated interface to banks internal and vendor trading platforms

  • Highly available, mission-critical fault-tolerant design to ensure maximum uptime.

  • Cheaper, Faster, and scalable implementation

  • Fully scalable solution that will integrate with mainstream trading applications.

  • Extensive out of the box reporting functionality to deliver supervisory reports.

bottom of page