Prometeia

Prometeia is a global provider of consulting services and software solutions focused on Risk, Performance & Wealth Management for banks and financial intermediaries, with over 800 industry experts. It now completes its proposition with Data Science solutions for banks and insurance companies.

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Working paper - NPLs: a new asset class?

10th September 2019

An approach for estimating the fair value of the various NPL securitization tranches
Prometeia FTP and Treasury Performance software module

4th September 2019

Prometeia has launched a thoroughly redesigned software solution for FTP & Margin Analysis within the Performance Management & Control functionalities of ERMAS, the company’s flagship Risk Management Suite, granting even more effective user experience and support to real-time pricing processes. The specific module for Product-based FTP...
Credit Spread Risk in the Banking Book - Prometeia industry survey

4th July 2019

Starting on 30 June 2019, EBA Guidelines on IRRBB enter into force for EU institutions. Waiting for more detailed instructions by the European regulator for implementation, Prometeia promoted a web-based industry survey involving ALM, Treasury, Market & Liquidity risk units from almost 50 financial institutions to understand whether and how banks...
The ECB Liquidity Stress Test 2019 - Prometeia white paper

19th June 2019

The ECB has included the assessment of banks’ resilience to liquidity shocks as one of its supervisory priorities for 2019. Accordingly, it launched LiST, the Liquidity Stress Test Exercise, a sensitivity analysis of liquidity risk, involving about 100 significant banks directly supervised under the SSM. Here Prometeia gives an overview of the...
Prometeia Ermas Balance Sheet Management Platform

21st May 2018

Banks are challenged to develop risk-based strategies, more integrated reporting, and to embed risk in all their decision-making processes. ERMAS is the advanced and flexible solution designed by Prometeia to support active balance sheet management, while meeting the requirements of national and international regulators.
Prometeia Economic Scenario Service

19th April 2018

Thanks to its expertise Prometeia has developed the new Economic Scenario Service, a service that allows: to identify the evolution of the main economic and financial variables; to understand their relationship with risk factors that have an impact on the structure of the Financial Statements, capital adequacy and liquidity; to assess the impact of...
Prometeia Data Science

28th February 2018

Prometeia supports banks and insurers in the path to digital transformation, defined by the rise of fintech and new digital native players, through the enhancement of internal and external data, with the adoption of Big Data and Data Science methodologies and tools to integrate traditional analytical techniques.
Prometeia ERMAS Stress Testing Module

5th February 2018

The Prometeia answer to the 2018 EU-wide Stress Testing requirements