Antares IRRBB

Monitor the interest rate risk impact dynamically across various scenarios in a fully automated environment

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Antares IRRBB empowers you to make data-driven decisions using advanced analytics

Dynamically adjust scenarios and assumptions and receive meaningful insights -
all in a fully automated environment

Classify your products with ease as per regulatory expectations

Antares IRRBB


  • Front-end product setup master for user configurable product definition  

  • Rule engine to facilitate automated classification of products as per regulatory expectations

  • Granular flags and intuitive dropdowns to define detailed allocation categories as per regulatory requirements

Generate position-level cashflow reports with detailed analytics 

Antares IRRBB

  • Pre-built engine supporting diverse set of balance sheet products 

  • Position level drill-downs for granular cashflow analysis 

  • Pre-configured Python-powered models for optimal cashflow generation speed

  • Front-end Model Manager to define cashflow model scenarios

Run various scenarios and view cashflows in minutes

Antares IRRBB

  • Pre-defined set of business scenarios with time buckets as per regulatory requirements  

  • Front-end bucketing scenario setup for defining user configurable time buckets and time-bucket midpoints

  • Pre-defined set of NMD scenarios as per regulatory requirements

  • Front-end behavioral scenario setup for defining user configurable standardized and / or IMS scenarios

Perform fair value of AIRO and adjustments under different scenarios

Antares IRRBB

  • Front-end interface to define currency wise shock scenarios  

  • Generate standardized shock scenarios using robust bootstrapping algorithms

  • Supports standardized and IMS shock scenarios to facilitate re-calibration of volatility surface

Automatically compute and generate EVE statements in a click of a button

Antares IRRBB

  • Front-end capability to map interest rate curves for each currency to facilitate discounting of netted cashflows

  • User defined limit monitoring scenarios for EVE and NII

  • Flexibility to define report formats for standardized EVE and NII statements

Simulate and generate NII reports using different assumptions

Antares IRRBB

  • User configurable front-end to define projection parameters

  • Ability to support run-off, constant and dynamic balance sheet assumptions

  • Traceability of simulated positions under each projection scenario

  • Seamless integration of projection scenarios across cashflow and NII simulation reports

The Antares difference


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Workflow ready

In-built rule engine and workflow management that can be used across all modules seamlessly

End-user friendly

Front-end user configurable product and model manager, scenarios and parameters, and report formats

Pre-built outputs

Industry tested and ready to use models, MISes, dashboards and regulatory reports 

Modular

Micro-services architecture enables deployment of other Antares applications to the existing platform without disrupting data relations and functionalities

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