Antares IRRBB

Antares IRRBB is an interest rate risk management software that monitors interest rate risk impact across various scenarios in an automated environment. The system offers product classification with user-configurable definitions and automated classification according to regulatory expectations. Antares IRRBB generates position-level cashflow reports with detailed analytics through pre-built engines supporting diverse balance sheet products and Python-enabled models for optimal processing speed. The software enables users to run multiple scenarios with pre-defined business and NMD options while allowing custom time bucket configuration. Additional features include fair value adjustments under different scenarios, automated EVE statement computation, and NII report simulation with configurable projection parameters. The system supports run-off, constant, and dynamic balance sheet assumptions while providing traceability of simulated positions across projection scenarios.