Access a robust implementation of interest rate and liquidity risk management tailored to organizational needs and covering all regulatory requirements. Leverage predefined reports with key ALM metrics, ensuring proper governance and decision-making.

• Net Interest Income (NII) and Economic Value of Equity (EVE) sensitivities
• Gap risk (Interest & Liquidity): Liquidity and repricing cash flow gap analysis on user-defined time buckets
• Yields, durations, and convexities
• Cash flow optimization
• Key liquidity management metrics adaptable to the bank's requirements (survival horizon, liquidity buffer, concentration, and more)
• Rigorous documentation of all processes

Create multiple charts of accounts plans or balance sheet structures by drawing from both consolidated and unique data sources. Simulate a wide array of behavioral models, balance sheet structures, and scenarios, each with its own set of parameters, all without needing to create multiple data models or instances. To facilitate parameterization and reduce operational load, Mirai offers group accounts, enabling the modeling of balances at different levels of aggregation when assigning financial behaviors, new business assumptions, and other factors.

Real-time management capability, providing updated insights for daily control of key metrics in your ALM operations. Forecast the balance sheet at any chosen level, down to the lowest granularity, with automated dashboard creation for different management boards to facilitate information sharing among multiple lines of business and key stakeholders. 

• Detailed projection of net interest margin
• Unlimited simulation capacity for potential alternative management measures
• Automatic generation of internal transfer rates (FTPs)
• Generation of key metrics for budgeting
• Segmentation of information by sectors/geographies/currencies, etc.
• Financial profitability analysis of products/customers/segments, etc.
• Guidelines for improving balance sheet management optimization

Access predefined assumptions to extrapolate the entire balance sheet over a future time horizon, delivering a rich set of results on projected dates, including income, sensitivities, gap profiles, cash flows, and liquidity ratios.  Analyze outcomes without time constraints by modeling, executing and storing an unlimited number of custom user-defined scenarios, leveraging sensitivity analysis to evaluate their resilience. Access various methods to stress-test base models within each scenario, facilitating dynamic adjustment of key parameters associated with the baseline case. 

• Market factors
• Entities
• Data variance
• Temporal structure
• Chart of accounts

Create customer behavior models ranging from simple to highly complex. Introduce formulas that model customer behavior, differentiate between current stock and new business, and create scenario-based models that dynamically depend on the evolution of interest rates or other external factors. All this is done with complete transparency and full auditability, with to consult at the contract level, metric, scenario and date of all historical results ensuring clear data lineage throughout the process.

Craft advanced reports effortlessly and intuitively, facilitating information sharing among multiple lines of business and key stakeholders. Generate reports tailored for committees at different levels, providing detailed insights for departmental daily meetings and concise snapshots for high-level committees. These reports cater to front-line and second-line committees, including ALCOs, the Risk and Supervision Executive Committee, the Management Committee, public reports, and more.