RAID for bank treasury · Real-time risk intelligence

Net interest income and capital, tested against every limit

Twelve-month NII and every capital ratio against its limit, under any rate move, headline or deposit outflow.

The RAID bank Dashboard: 12-month NII, CET1, Tier 1 leverage, SLR and an indicative LCR, each against its limit, with deposits by kind.

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The most extreme moves in the Fed's stress tests that RAID rebuilt the right way, given only four of the Fed's own numbers

How we did itGiven the S&P 500, 2- and 10-year yields and the euro, and only prior history, RAID rebuilt 80-plus markets in the Fed's 2021 and 2023 tests.

RAID console · a large US custody bank, from public filings

The bank's limits: NII, CET1, Tier 1 leverage, SLR and LCR, each with its room and the scenario that presses it hardest.

Limits at a glance

See every limit at once, with the room left and the scenario that uses most of it.

12-month NII against your NII limit
CET1, Tier 1 leverage and SLR floors
An indicative LCR when deposits move

RAID console · a large US custody bank, from public filings

A +200bp parallel rate shock on the bank: each limit after the move, and the move by curve.

Rate shocks

Price your published rate shocks, and far larger ones, on NII and capital together.

Parallel shifts and curve twists, up and down
Every currency's curve moved together
Results line by line across the balance sheet

RAID console · a large US custody bank, from public filings

The bank's deposits by kind: balance, the LCR's 30-day outflow and how much can leave before a limit breaks.

Deposit flows

Know how much of each deposit base can leave before the first limit breaks.

Operational, non-operational, retail and noninterest-bearing
The LCR's 30-day outflow assumption
The NII cost of deposits repricing

Also for bank treasury

Stress tests from the newsValue every story in today's news on your balance sheet, at its own severity.

Your own viewsType a view in plain words, and RAID builds the move and values it on NII and capital.

Break pointsScale any scenario until each limit breaks, from your NII limit to the regulatory minimums.

Your dataLoad your balance sheet line by line, with the assumptions you already use.

Ask it about your book

If you run a book, or back the people who do, tell us who you are and a founder will reply within two working days.

Available today, priced by the risk you carry.

Investors: hello@aspenftm.com; materials available upon request

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