Antares IRRBB

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

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

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 


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

Copyright © 2023 ACIES

ACIES, Acies Consulting, Acies TechWorks, Acies Ventures, Acies LightHouse, Kepler, Kore, Callisto, Carpo, Revolutio and Antares are registered trademarks of Acies LLP, Acies Consulting Pte Ltd. and its subsidiaries in different countries and territories. Unauthorized use, misrepresentation or misuse of trademarks is strictly prohibited and subject to legal action under various laws.