TRrisk
One of our two core offerings. TRrisk is Trisigma Analytica's single risk-management platform for banks: ALM, liquidity, IFRS 9, risk and capital, stress testing and budgeting run on shared data.
modules we build and support ourselves · risk solutions
One product instead of a set of separate models
One set of data for every module
The bank extracts its data once into a single model. Every module reads the same tables, so the figures in the reports agree.
Modules are switched on as needed
The bank takes only the modules it needs. Each works on its own, and a new module uses data that is already loaded.
Modules share results
The stress test and the budget take default probabilities and provisions from IFRS 9, positions from ALM and risk-weighted assets from the capital module. If a module is not switched on, the bank's accounting data is used.
Runs inside the bank's network
The platform is installed inside the bank's network and reads a separate data mart with no personal customer details. Data does not leave the bank.
Every calculation can be reproduced
A calculation is stored with its reporting date, scenario and model versions, and user actions are written to a log.
Clear to validators and auditors
The methodology of every module is documented, and any report can be exported to Excel.
From the bank's systems to the report
- 01 · sources
Bank systems
Core banking, the data warehouse, treasury
- 02 · data
Data mart
Tables in one dictionary, with no personal data
- 03 · core
TRrisk core
Quality checks, calculation runs, the audit log
- 04 · calculations
Modules
ALM, IFRS 9, capital, stress testing and others on shared data
- 05 · output
Reports
A web interface and export to Excel
TRrisk modules
Platform core
One data model, quality checks, calculation runs, roles and an audit log.
ALM: asset and liability management
Liquidity gaps, interest-rate and currency risk, net interest income and scenario analysis of the balance sheet.
Liquidity
LCR and NSFR, regulatory liquidity ratios, the liquid asset buffer and liquidity stress.
FTP: funds transfer pricing
Transfer rates by maturity and currency, margin by product and unit.
IFRS 9
Expected credit loss (ECL) calculation: impairment stages, PD, LGD and EAD models, macro scenarios and reporting disclosures.
Risk and capital
Risk-weighted assets, capital adequacy ratios, concentrations and economic capital.
Operational risk
Loss events, key risk indicators and operational risk capital.
Stress test
Macro scenarios and their effect on credit losses, capital and liquidity.
Budget and forecast
A forecast of the balance sheet, income and expenses, and capital for one to three years.