The 2026 Mirai Winter Release is now live!
Driven by a combination of technology, domain expertise, and continuous innovation, Mirai consistently evolves to help financial institutions respond more effectively to an increasingly complex and fast-changing risk environment. Each new platform release introduces meaningful enhancements designed to support more in-depth analysis, greater adaptability, and stronger decision-making.
At the heart of this progress are our cloud-native, market-leading Balance Sheet Management products: ALM & Liquidity, Funds Transfer Pricing (FTP) & Profitability, Mirai AI and Regulatory Reporting, fully integrated and powered by the Mirai platform, our proprietary SaaS.
This release reflects our ongoing focus on strengthening Mirai with improvements that expand analytical depth, increase modeling flexibility, and reinforce risk management capabilities across the balance sheet.
Together, these enhancements represent another step forward in Mirai’s commitment to delivering a robust, integrated platform that supports modern balance sheet management and regulatory confidence:
Traditional parallel rate shocks often mask where interest rate risk truly resides along the yield curve. The Key Rate Sensitivity new feature addresses this limitation by enabling banks to decompose the impact on Economic Value of Equity (EVE) and Net Interest Income (NII) through progressive,tenor-specific curve movements.
By applying basis point shocks stepwise to individual curve tenors the platform delivers precise risk metrics such as Spve (EVE sensitivity per vertex) and Snim (NII sensitivity per vertex), offering a clear, point-by-point view of exposure across the curve.
This level of granularity empowers treasurers and risk managers to support more informed risk assessment and decision-making, based on a clearer understanding of how risk is distributed along the yield curve.
Fully integrated into existing ALM workflows, Key Rate Sensitivity enhances stress testing and scenario analysis, helping institutions strengthen their IRRBB measurement practices in line with regulatory expectations, while reflecting the true complexity of interest rate risk in modern banking portfolios.
Standard amortization assumptions often limit the ability to reflect real client behavior across different contract types. The new functionality Formula-Based Amortization extends Mirai’s behavioral modeling capabilities by allowing amortization logic to be defined directly within the platform’s formula builder.
Banks can model custom amortization patterns using formulas, enabling amortization behavior to be expressed either as a monthly percentage rate (amortization_rate) or as a specific cash flow volume (amortization_cf). These approaches can be combined seamlessly with all other functions and variables available in the formulas module, supporting advanced and highly customized behavioral definitions.
The feature is fully compatible with Mirai’s External Modeling Information (EMI), enabling seamless integration of external data sources into modeling workflows and allowing externally defined parameters to be used directly in amortization logic.
By enabling formula-driven amortization across multiple contract types, the realism of contract cash flow simulation gets enhanced and supports more robust behavioral modeling.
Ready to experience Mirai, the leading SaaS for Balance Sheet Management?
Book a demo with our expert team today and discover how Mirai can help you stay ahead in risk and regulatory management.