at Financial Technnology Year
Please contact them if you have any questions.
Kamakura Risk Manager (KRM)
from SAS
A comprehensive ALM solution offering interest rate risk management, liquidity risk assessment, and funds transfer pricing. Includes Monte Carlo simulation, value-at-risk analysis, stress testing, and CECL/IFRS 9 compliance.
Category:
Asset and Liability Management
in:
Treasury
Systems that help banks manage their balance sheet, including interest rate risk, liquidity risk, and capital adequacy.
Analysis on right >
Asset and Liability Management analysis
System Architecture and Integration
(8 Yes /8 Known /12 Possible features)
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1. Multi-Entity Support
Support for multiple legal entities within a single installation
Multi-entity/group support for complex bank structures is present.
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2. High Availability
System uptime guarantee
No information available
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3. Disaster Recovery
Comprehensive disaster recovery capabilities
Disaster recovery (BCP/DR) options are specified.
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4. Third-Party Integration
Number of pre-built integrations with third-party systems
No information available
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5. Real-Time Processing
Support for real-time processing of transactions
No information available
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6. Data Warehouse Integration
Integration with enterprise data warehouses
Data warehouse integration supported with standard connectors.
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7. Core Banking System Integration
Seamless integration with core banking systems
Integration with core banking systems, such as SAP or similar, cited.
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8. Scalability
Ability to scale with growing data volumes and complexity
Scalability for large data sets and enterprises verified by client case studies.
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9. Processing Speed
Speed of processing standard ALM calculations
No information available
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10. API Extensibility
Comprehensive API framework for system extensions and integrations
APIs for data integration and system extensibility are documented in integration guides.
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11. On-Premises Option
Availability of on-premises deployment
On-premises option remains available for bank data sovereignty needs.
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12. Cloud Deployment Option
Availability of cloud-based deployment options
KRM cloud deployment is available via SAS partnership.
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Compliance and Reporting
(6 Yes /6 Known /10 Possible features)
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Data Management and Analytics
(6 Yes /6 Known /10 Possible features)
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Capital Management
(9 Yes /9 Known /10 Possible features)
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Profitability and Performance Management
(2 Yes /2 Known /10 Possible features)
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Fund Transfer Pricing
(2 Yes /2 Known /10 Possible features)
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Market Risk Management
(6 Yes /6 Known /10 Possible features)
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Interest Rate Risk Management
(6 Yes /6 Known /10 Possible features)
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Liquidity Risk Management
(3 Yes /3 Known /10 Possible features)
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Balance Sheet Management
(8 Yes /8 Known /10 Possible features)
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Publicly available data, summarised using AI.
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