Yield curve calculation and yield curve modeling is the core of our asset-liability management solution. We currently support for some interpolation methods (linear and cubic) and some well known yield curve models such as Nelson-Siegel , McCulloch and Echols-Elliot.

FINECUS Enterprise Risk Management Module provides Cash-Flow analysis, Maturity analysis, DV01, Duration, Convexity, GAP Analysis, Market Value of Equity, Trend Analysis, Market and Strategic Scenarios. This diversified analysis helps the managers to fully understand the risk and return relationship of their company.

FINECUS Enterprise Risk Management solution aims to provide a quite flexible scenario creation and testing platform for the user. Users are able to evaluate the impact of runoff or entry to new segments, model changes in credit quality, manage and understand the effect of market changes and customer movements. It helps to stabilize margin and earnings volatility, forecast future earnings precisely and to manage profitability.