RC-Loan Portfolio Analytics System
ALM and IFRS 9 provisioning for fixed income portfolios
The problem
Fixed income portfolios generate two sets of questions that rarely live in the same tool. Treasury wants duration, DV01 and cash-flow gaps. Finance wants IFRS 9 expected credit loss at three levels. Both end up in spreadsheets, and neither can be reproduced six months later when the auditor asks. RC-Loan Portfolio Analytics answers both from the same data, and keeps every calculation it has ever run.
What it does
Interest sensitivity, duration, cash-flow gap analysis and expected credit loss at loan, sub-portfolio and portfolio level — with every analytic reachable from Excel through the Function Server, and every past calculation retained.
Who uses it
Debt funds and loan investors, Bank treasury and finance functions, MDB treasury functions, Insurers holding loan portfolios
What’s inside
Market riskValuation and pricing per loan · Interest-rate derivatives · Aggregate and sub-portfolio DV01 · Flexible term-structure stress tests
CreditIFRS 9 expected credit loss · Loan, sub-portfolio and portfolio level · Provisioning analytics · Scenario-conditioned ECL
LiquidityCash-flow gap analysis · Multiple horizons · Forward cash-flow schedules · Portfolio aggregation
Working with itAnalytics accessible from Excel via the Function Server · All past calculations retained and accessible · Public and private analyses for teams · Automated emailed reports; multilingual interface
What changes for your risk team
- ALM and IFRS 9 expected credit loss in one system, at loan, sub-portfolio and portfolio level.
- Every past analysis retained, which is what internal audit asks for.
- Analytics usable from Excel, where treasury teams already work.
How it feeds the rest of the suite
- Treasury and finance: scheduled reports by email
- Excel users: every analytic through the Function Server
See RC-Loan Portfolio Analytics System on your own data
A demo takes an hour. A pilot on your portfolio takes weeks, not quarters.