Next Generation Enterprise Risk Management Platform

Services Provided

Focus on Financial Risk Management and ALM

VaR Calculation

For Banks

Based on Based III, the Fundemental Review of the Trading Book (FRTB) contains a detailed set of capital rules that will be applied to banks' wholesale trading activities. As such, banks are choosing to augment their internal models and NtSaas will be able to enhance your market risk, credit risk or an integrated market & credit risk measurement and analysis.

Market risk measurements support historical and Monte Carlo simulation methods, and can calculate the Expected Shortfall (ES) in addition to VaR. Also, the OLAP feature allows users to analyse their results by different product segmentation and business units. For credit risk measurements, the Merton model together with Monte Carlo Simulations, allows for the accurate calculation of credit VaR.

For Insurance Companies

Based on economic value-based solvency regulations, our service allows you to measure and analyze Market risk, Credit risk and integrated Market and Credit risk to assess current and future risks in ORSA.

Market risk calculation service offers three major methods of Variance-covariance VaR, Historical simulation and Monte Carlo simulation. It also offers integration of shock scenarios and stress scenarios.

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ALM Simulation

For Banks

NtSaas offers a wide range of analytical solutions related to ALM, such as dynamic portfolio allocation for IRRBB calculation. This is in addition to the standard run-off balance sheet and constant balance sheet approach to IRRBB.

In addition to conventional ALM indicators such as BPV and other ladder reports such as Cash Flow Maturity, NtSaas is also able to support user defined scenarios which can be used for stress testing purposes.

For Insurance Companies

As ERM advances, our service enables our clients to analyze flexibly from high level company-wide management planning to asset management strategies. As a company-wide simulation platform, the service provides calculations of various KPI/KRI required for PDCA management in addition to future BS (current accounting and market value basis) and PL calculations which includes not only assets but also insurance liability cash flows. As for economic environment scenario, it supports an integration of deterministic scenario.

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Consultative Support

Comprehensive support available from the services selection process through to post-implementation
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Case Study

NtSaas is trusted by our clients in Japan and Internationally
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Access Control

Preventing unauthorized access

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Disaster Recovery

Swift recovery in event of failure

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Data Protection

Multiple measures to safeguard the data

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Vulnerability countermeasures

Ongoing software updates and monitoring

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Contact to find out more about NtSaaS