Banking

NtSaaS enables integrated risk and performance analysis from an enterprise-wide perspective through a unified analytical platform that combines interest rate, market, and credit risk with balance sheet management.

In particular, within the ALM domain including IRRBB (Interest Rate Risk in the Banking Book), NtSaaS provides precise visibility into risk-adjusted performance using key metrics such as NII, EVE, VaR, and RAROC. It offers a consistent framework for both internal management and regulatory compliance, supporting strategic decision-making.

NtSaaS leverages HPC (High Performance Computing) and a precise bottom-up approach that evaluates on a per-transaction and cash flow basis to eliminate errors associated with approximate calculations. With up to one million Monte Carlo simulations, it delivers highly accurate VaR, stress testing, and scenario analysis even for extremely complex and large-scale portfolios.

NtSaaS efficiently processes large-scale exposures using high-speed Monte Carlo simulations. Its credit risk engine, based on the Merton model, supports multi-period analysis and advanced correlation structures, accurately reflecting defaults, rating migrations, and credit spread dynamics. Through realistic and granular credit risk assessment, it provides essential indicators for capital planning, including EL, UL, and credit VaR.

NtSaaS supports major VaR methodologies such as variance-covariance, historical simulation, and Monte Carlo methods. It also captures extreme market fluctuations using fat-tailed distributions like the Johnson SU distribution.

It delivers a comprehensive risk profile, including sensitivity metrics such as Greeks, duration, and convexity. With integrated OLAP capabilities, flexible portfolio analysis based on transaction attributes is also possible.