Description

iRMS stands for integrated Risk Management System. An integrated system that delivers:

• measuring
• monitoring, and
• reporting

in 8 risks including

• market
• credit
• operational
• liquidity
• legal
• reputation
• compliance
• strategic

comply with

• Band Indonesia regulations, and
• Basel II

• BI compliance
• Integration
• Automation

Modules & Key Features

• General
  • Web based GUI
  • Centralized
  • Database-driven applications
  • Process Scheduler
  • Standard templates for data, processes, and reports
  • Drill down capabilities
  • Integrated modules
  • Reports in multi formats (Adobe FlashPaper, PDF, XLS, and HTML)
• iRMS Market VaR
  • Foreign exchange and interest risk exposures
  • Portfolio based data inputs
  • Volatility analysis for Variance Covariance method
  • Linear VaR calculation method: Variance Co-Variance
  • Non linear VaR calculation methods: Historical and Monte Carlo Simulation
  • Portfolio based VaR
  • Diversified and un-diversified VaR
  • Capital Charge calculation
  • Detailed results
  • Back Testing
  • Market Risk Profile
  • Stress Testing
  • Reports based on BI regulations
• iRMS Rating
  • Customer financial data inputs
  • Multiple weights based on specific products
  • Real time rating result
• iRMS Scoring
  • Customer demography data inputs
  • Multiple scorecards based on specific products
  • Real time scoring result
• iRMS Credit VaR
  • Portfolio based data inputs
  • Basel II VaR calculation method: Internal Rating Based
  • Portfolio based VaR
  • Capital Charge calculation
  • Detailed results
  • Back Testing
  • Risk Profile
  • Reports based on BI regulations
• iRMS Operational Events
  
  • Data collection module for iRMS Op Var
  • Basel II event classifications
  • Basel II business unit classifications
• iRMS Operational
  • BI capital charge calculation method: Basic Indicator Approach
  • Basel II VaR calculation method: Advanced Measurement Approaches (Loss Distribution Model, Extreme Value Theory)
  • Detailed results
  • Risk Profile
  • Reports based on BI regulations
• iRMS Liquidity
  • Risk Profile
  • Reports based on BI regulations
  • Cash flow projection
  • Liquidity ratio
  • Repricing gap
  • Maturity profile
  • Stress testing
• iRMS Credit
  • Based on BI QIS v.5
  • Risk Profile
  • Reports based on BI regulations
• iRMS Profile
  • Risk Profile for Legal risk
  • Risk Profile for Reputation risk
  • Risk Profile for Strategic risk
  • Risk Profile for Compliance risk
  • Risk Profile for bank-wide risks
• iRMS Data Mart (with integration project)
  • Centralized
  • Integrated between modules
  • Designed based on data warehouse methodology approach
  • Easy in, easy out

Architecture

Logical Server Tasks

Data Flows

How it works

1. Uploading Internal data to server using XLS template & saved as historical data series
2. Process @ server side
3. Download result(s) & report(s). Processed data are stored as historical data series

Product Demo Server

• Server 1 (please contact us for user & password)
• Server 2 (please contact us for user & password)