NtCloud™ FeaturesA first purpose-built risk management cloud solution
Increase Application Availability
Focus on risk analysis rather than IT infrastructure and maintenance. Our cloud platform is always available, always up-to-date.
Get Started in Minutes
Sign up, log in, and use immediately. You can request a trial version for free starting from now.
Adjust capacity to meet demand
Scale to consume the resources necessary to meet demand automatically. Our cloud platform gracefully handles peaks and dips in traffic for you.
Protect your data
Secure your data by having a separated database. Each client is provided with a dedicated database, configuration, user management, etc.
Upgrade and Patch with No Pain
Upgrade without breaking organization-specific customizations and configurations. Users do not need to re-configure everything each time a patch is released.
Have all in one platform
Begin with one module and add others as and when you need. Data for different modules can be integrated to reduce the pain of ETL.
NtCloud™ SolutionsSubscribe and start using the available modules
Interest Rate Risk in the Banking Book (IRRBB) module provides projection of institutions’ Balance Sheet and Profit & Loss Statement. Both risk factor and balance sheet scenarios (e.g., behavioral option risk) are supported for measuring across key performance indicators, such as Net Interest Income (NII), Economic Value of Equity (EVE), and Earnings at Risk (EaR).
The module journalises every transaction by double-entry accounting system to build financial statement projections. Along with its granularity and transparency, users can also take financial planning (e.g., investment plans, financing decisions) into consideration to ensure a realistic simulation.
Parameter Estimator module provides a variety of ready-to-use models for IFRS 9/CECL credit impairment modelling and macro stress testing. Credit cycles, together with Point-in-Time (PIT) parameters, can be modelled and analyzed with different approaches without writing code.
With robustness of the framework, users can easily perform industrial analysis for corporates, as well as product analysis for retails. To mitigate the model risk, the module is designed with flexible model validation criteria, along with parallel and comparable approaches to reduce the risk of adopting unsuitable models.
Market Risk module is a Value-at-Risk (VaR) calculation engine for economic capital and stress testing with results available at any level of granularity.
The module computes a comprehensive range of risk measures, including common metrics (e.g., VaR, Expected Shortfall, Incremental VaR, Marginal VaR), profitability indicators (e.g., RORAC), as well as sensitivity measures (e.g., Greeks, BPV). The combination of measures allows users to decompose portfolio risk into additive contributions at business unit and even cash flow levels, thus helping optimize portfolio’s risk-return performance by allocating capital more efficiently.