Insight into interest risks through scenario and simulation analysis

Banks are obliged to provide periodic figures about their interest risks in various future scenarios to De Nederlandsche Bank. Kasbank NV wanted to standardize this process and perform its own sensitivity analysis of interest risks. To achieve this, we built the “Renteris” application. Through scenario and simulation analyses, this application can determine the risk to the interest on outstanding products and can simulate the market value of products. This application was developed with an average user group in mind to ensure that it is easy to use and to maintain.

Screenshot of the tab where interest scenarios can be filled in.