"Take calculated risks. This is quite different from being rash."
General George S. Patton
Regulators want bankers to use simulation models to measure the impact of risk on earnings, liquidity and capital. Our tools put you in control to anticipate and manage risks, satisfy examiners and, most importantly, improve performance.
We offer two solutions with varying degrees of granularity and depth – BankersGPS and Financial Compass.
While both systems meet the latest regulatory requirements, your bank’s balance sheet complexity will determine which product is most appropriate. Generally, banks with less complexity find that our call report-based model, BankersGPS, suits their needs. For banks with greater complexity, Financial Compass may be a better fit. This comprehensive solution uses data directly from your core processing system for a more robust analysis of risk exposure.
Here is a comparison of the two systems:
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Financial Compass
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BankersGPS
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| Data Source |
Core Processing Systems |
Call Report Data |
| Instrument-Level Processing |
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| Risk Tolerance Analysis |
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| Rate Sensitivity Gap Analysis |
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| Prepayment Modeling |
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| Callable Bond Modeling |
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| Liquidity Risk Analysis |
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| Contingency Funding Analysis |
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| Risk Based Capital Analysis |
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| Rate Risk Strategy Bubbles |
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| Parallel Rate Shock of Market Value/Net Interest Margin |
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| Non-Parallel Rate Shock of Market Value/Net Interest Margin |
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| Dynamic Gap Analysis (future Gaps) |
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| Repricing Risk Analysis |
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| Narrative Book Format Output |
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| Automatic Non-Maturing Deposit Repricing Beta Determination |
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| Automatic Non-Maturing Deposit Decay Rates |
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To learn more, visit the Product Information section of our website or give us a call at 1-800-323-3281.