SOLUTIONS
RISK MANAGEMENT
Governance, Risk & Compliance (GRC) In today’s fast-evolving regulatory landscape, organizations must proactively manage risk, ensure compliance, and enforce sound governance to sustain trust and resilience.
Our Governance, Risk, and Compliance (GRC) solution offers a centralized platform that integrates risk management, regulatory compliance, audit readiness, policy enforcement, and control testing—empowering your institution to make risk-informed decisions and demonstrate accountability across all lines of defense.
Designed for industry agnostics, our solution provides end-to-end capabilities such as risk register management, compliance monitoring, issue remediation workflows, control automation, reporting, and enterprise policy governance. Embedded analytics, dashboards, and alerting tools allow you to detect emerging threats, monitor control effectiveness, and ensure regulatory adherence in a dynamic environment.
Use cases :
- Operational Risk Management : Digitize risk register and map risks to processes, controls, and mitigation actions. Conduct risk assessments, KRI monitoring, and scenario analysis across departments or subsidiaries using a unified platform—allowing better visibility of risk exposure, stronger internal controls, and faster incident response.
- Regulatory Compliance Monitoring – For Banks & Multi-Finance Institutions : Ensure timely and accurate adherence to OJK, BI, and AML/CFT regulations with compliance checks, regulatory change tracking, audit trails, and digital documentation. Our solution includes configurable compliance checklists and alerts for overdue obligations and policy deviations.
Credit RiskCredit remains the lifeblood of every financial institution, and effectively managing its risk is critical—not just for portfolio performance, but also for regulatory integrity and long-term resilience.
Our Credit Risk Solution enables banks, multi-finance, and other financial institutions to measure, monitor, and manage credit risk with precision, transparency, and regulatory confidence.
Our credit risk solution covers Basel-compliant capital calculation (both standardized approach and internal ratings-based approach), internal credit risk modeling (PD, LGD, EAD, CCF), IFRS 9 expected credit loss (ECL), risk-weighted asset (RWA), portfolio risk monitoring, and credit stress testing.
The solution bridges the gap between regulatory compliance and strategic risk management, ensuring consistency across risk, finance, and business functions. By integrating robust risk analytics with automated reporting and simulation engines, institutions can meet evolving regulatory standards while unlocking business benefits such as optimized capital allocation, accurate and timely provisioning, improved portfolio insights, and resilience under stress.
Use cases :
Basel IRB Implementation : Operationalize internal models for Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and Credit Conversion Factor (CCF), aligning with Basel’s Foundation and Advanced IRB approaches. Our solution automates RWA and capital charge calculation by asset class and integrates with exposure systems to enhance capital efficiency, improve regulatory credibility, and enable risk-based product pricing.
IFRS 9 Expected Credit Loss : Leverage our ECL engine to deliver forward-looking provisioning across a complex mix of retail, SME, and wholesale portfolios. The solution supports dynamic staging (1/2/3), collateral impact, macroeconomic scenarios, and transition matrices. It helps financial institutions reduce volatility in reserves and produce timely and audit-ready ECL results while aligning with internal risk policies and regulatory expectations.
Credit Stress Testing : Simulate credit deterioration under macroeconomic shocks and adverse business conditions using user-defined or regulator-mandated stress scenarios. The solution helps to quantify portfolio impact, capital adequacy, and risk appetite alignment, which are needed in preparing effective recovery strategies and ICAAP documentation.
Market RiskVolatility in financial markets can significantly impact a financial institution's earnings and capital position.
Our Market Risk Solution empowers banks, multi-finance companies, and capital market institutions to measure, monitor, and manage exposures to interest rate risk, foreign exchange risk, equity risk, and liquidity risk—ensuring resilience in both business-as-usual and stress conditions.
Built on robust quantitative engines and data integration, the platform supports end-to-end risk identification, sensitivity analysis, VaR (Value-at-Risk), expected shortfall, stress testing, and regulatory capital computation.
The solution also covers key components such as IRRBB (Interest Rate Risk in the Banking Book), trading book exposures, and behavioral modeling of non-maturing deposits. By unifying analytics, compliance, and reporting within a single framework, the solution equips treasury, ALM, and enterprise risk functions with actionable insights and precise risk metrics. This facilitates risk-based decision-making, capital optimization, and enhanced board-level visibility into risk-return trade-offs.
Use cases :
IRRBB (Interest Rate Risk in the Banking Book) : Evaluate the sensitivity of economic value and earnings under various rate shock scenarios. Our solution incorporates behavioral assumptions, prepayment modeling, and repricing schedules to simulate Net Interest Income (NII) and Economic Value of Equity (EVE). Not only complying with OJK regulation, banks can also optimize interest rate risk positioning and improve balance sheet strategy.
FX & Interest Rate VaR : Measure and monitor Value-at-Risk and Expected Shortfall for FX, bond, and derivatives portfolios using parametric, historical, or Monte Carlo simulation methods. The solution helps banks to gain an accurate view of market risk, improve trading oversight, and excel in ICAAP and ILAAP submissions.
Market Risk Stress Testing : Run dynamic and historical stress tests to assess market risk impact under scenarios such as rate hikes, currency shocks, and other drivers. The solution helps identify vulnerabilities early, strengthen capital planning, and align with Basel and OJK stress test requirements.
Operational RiskOperational risk remains one of the most complex and pervasive risk domains, spanning from internal process failures and human errors to cyber threats and third-party dependencies.
Our Operational Risk Solution empowers institutions to proactively manage these challenges with an integrated, data-driven approach—ensuring regulatory compliance, business continuity, and organizational resilience.
The solution supports the full operational risk lifecycle—from risk and control self-assessment (RCSA) and loss event management to key risk indicators (KRI), control testing, issue/action management, and capital calculation. With configurable workflows, integrated reporting and dashboarding, and audit trails, it flexibly supports business process flow and fosters transparency and accountability.
By embedding operational risk management into daily decision-making, institutions can break down silos between risk, compliance, audit, and business units—achieving greater risk awareness, stronger control environments, and optimized capital allocation.
Use cases :
RCSA & KRI Monitoring : Automate Risk and Control Self-Assessments across business units. Identify control gaps and align risks to strategic objectives. Monitor Key Risk Indicators with early warning thresholds to trigger timely mitigation. Our solution helps increase control effectiveness, reduce incidents, and strengthen enterprise-wide risk culture.
Incident Management : Capture and categorize internal loss events and external loss data based on Basel event types (e.g., internal fraud, system failure, legal risks). Analyze root causes and generate required regulatory disclosures. With the above, institutions could ensure audit readiness, comply with regulations and standards, and reduce repeated loss occurrences.
Capital Calculation for Banks : Calculate operational risk capital according to Basel standards or OJK regulation to accurately assess operational risk exposure and avoid capital misallocation.
Liquidity RiskIn today’s volatile financial landscape, managing liquidity risk is not just a regulatory obligation—it’s a strategic imperative. Our Liquidity Risk Solution provides financial institutions with an integrated and forward-looking platform to effectively measure, monitor, and manage liquidity across normal and stressed conditions.
Designed to comply with global standards such as Basel and OJK regulations, the solution supports Giro Wajib Minimum (GWM), Penyangga Likuiditas Makroprudensial (PLM), Secondary Reserve, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Loan to Deposit Ratio (LDR), Rasio Intermediasi Makroprudensial (RIM), Cash Flow Calculation, Cash Ratio Calculation, Stress Testing, and ILAAP.
Institutions can simulate funding pressure scenarios, assess intraday liquidity risk, and optimize liquidity buffers, all from a centralized platform. By delivering a unified view of liquidity positions, inflows, outflows, and funding concentration, our solution enables better decision-making, improves balance sheet efficiency, and ensures your institution can meet obligations—even under market stress. It empowers treasury, risk, and finance teams to act with agility and accuracy.
Use cases :
- Liquidity Coverage Ratio (LCR) Calculation : Automate the daily and monthly computation of LCR to ensure high-quality liquid asset (HQLA) sufficiency under 30-day stress scenarios, with breakdowns by currency, product, and counterparty to meet regulatory reporting obligations, avoid supervisory penalties, and maintain public confidence.
- Net Stable Funding Ratio (NSFR) Management : Calculate available and required stable funding to support medium- to long-term resilience. Monitor shifts in asset-liability maturity structures and proactively adjust funding mix. The solution helps banks to strengthen structural liquidity, ensure Basel and OJK NSFR compliance, and improve long-term funding strategies.
- Stress Testing & Scenario Analysis : Run stress test simulations under institution-specific and regulatory-defined scenarios (e.g., sudden deposit outflow, market shutdown, credit downgrade). Integrate macroeconomic overlays for more realistic projections. These are important for identifying vulnerabilities in liquidity profile, enhancing recovery planning, and ensuring capital/liquidity adequacy under pressure.
Asset & Liability Management In an increasingly complex and interest-sensitive environment, effective asset and liability management is fundamental to financial stability and sustainable growth.
Our ALM Solution enables banks to proactively manage interest rate risk, liquidity risk, balance sheet mismatches, and capital allocation through advanced analytics, behavioral modeling, and regulatory-aligned risk metrics.
This fully integrated platform supports comprehensive Interest Rate Risk in the Banking Book (IRRBB) analysis, Gap Analysis, Net Interest Income (NII) and Economic Value of Equity (EVE) simulation, Funds Transfer Pricing (FTP), and multi-scenario stress testing. The solution helps institutions comply with both Basel framework and OJK regulation, while aligning risk exposure with profitability objectives.
By delivering timely insights into rate sensitivities, funding costs, and repricing mismatches, our ALM Solution empowers treasurers and risk managers to optimize their balance sheet structure, mitigate adverse risks, and drive strategic decision-making.
Use cases :
- IRRBB and Gap Analysis : Perform dynamic repricing gap and duration analysis across interest-sensitive assets and liabilities. Simulate earnings impact and economic value impact under various interest rate shock scenarios (e.g., parallel shift, steepener, flattening, basis risk). Banks can ensure IRRBB exposure remains within board-approved limits, comply with Basel/OJK expectations, and avoid sudden shocks to NII or equity value.
- Funds Transfer Pricing (FTP) : Implement a transparent, risk-sensitive internal pricing framework to allocate costs of funds and liquidity across products and business units. Incorporate credit spreads, maturity mismatches, and behavioral adjustments. The solution helps banks enhance performance measurement, incentivize desirable product behavior, and align pricing with funding risk.
- Behavioral Modeling of Non-Maturity Deposits : Model customer behavior for savings and current accounts using historical runoff and decay rates. Adjust asset/liability projections to reflect behavioral reality rather than contractual terms. This is important for banks to avoid underestimating embedded option risk, reduce IRRBB misstatements, and better match funding horizons.
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