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The Epsilon Risk Management System

The Epsilon Risk Management System currently covers ALM, Liquidity Risk, Market Risk, IFRS 9, FTP and Cost Allocation and Profitability. Running on a common centralised Datamart. This datamart contains input data, intermediate calculations and final results. Multiple dates and versions can be simultaneously stored within the Epsilon Datamart.

Asset and Liability Management & Liquidity Risk: designed to allow the bank understand, assess and measure their Interest Rate Risks and Liquidity Risks. The solution is compliant with the newest Basel guidelines (Interest Rate Risk for the Banking Book, IRRBB).

Market Risk: Covering both best practices and the latest regulatory requirements such as FRTB, Epsilon’s Market Risk solution provides a robust and complete framework for the calculation and monitoring of market risk.

IFRS 9: Calculation and management of impairment calculations as per the new IFRS 9 standard.

Funds Transfer Pricing: A key concept that relates to interest rate risk as well as Cost Allocation and Profitability. Epsilon Risk will assist banks in their choice of the methodology that are best suited given each bank’s book types and specific objectives, all based on best practices and latest requirements.

Cost Allocation and Profitability: Helping banks to view their business focused on Products/Branch/Relationship and Customer using the best practices available in the market to reward the real profitable areas of your business while maintaining a focus on your long term goals.

Data Warehouse: Central datamart consolidating data sources, and proving processes to achieve high standards of data.

Epsilon Risk Library of Pricing and Cashflow Calculations

Used as the basis of the Epsilon Risk Management System, our libraries of pricing and cashflow calculations can be embedded in third-party solutions. These libraries cover an extremely large range of banking book and trading book instruments. Epsilon Risk will provide full documentation and validation results as part of any implementation.

Epsilon Risk Implementation & Advisory Services

Epsilon Risk is available for Consulting engagements in the areas of Risk Management, ALM, Basel guidelines, Cost Accounting and Profitability, Business Intelligence and Reporting, Best Practice guidance, Process Audit & Risk Remediation, and IT software implementation.

Leveraging on our extensive implementation experience, Epsilon Risk provides best-of-class risk advisory and implementation consulting services. Our experience of having implemented a large amount of risk management projects worldwide significantly reduces project risk and ensures that our team will use their global knowledge in each of our engagements.

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