Risk Management Solution (AgT-RMS)

Agnitya delivers a next‑generation platform designed to transform how banks manage liquidity, interest‑rate risk, and credit‑spread risk across the balance sheet. Built for both Treasury and 2nd‑line Risk Management teams, the solution provides a unified, real‑time view of liquidity positions, regulatory ratios, and market‑driven risk exposures — all within a single, front‑to‑back ecosystem.

End-to-End Liquidity Risk Management

Our platform integrates LCR and NSFR into a real-time optimization engine, enabling institutions to anticipate funding pressures, optimize HQLA composition, and maintain regulatory compliance with precision. Treasury and Risk teams gain synchronized visibility, ensuring consistent decision-making across the organization.

Front-to-Back Integration for Treasury and Risk

Agnitya connects the full workflow — from trade capture to risk oversight to regulatory reporting. The system supports ECB-accepted reporting formats, eliminating manual intervention and reducing operational risk.

Advanced IRRBB & CSRBB Analytics

The platform captures interest rate risk (IRRBB) and credit spread risk (CSRBB) across HQLA, bonds, repos, and loan portfolios with exceptional accuracy. Scenario engines, behavioral models, and sensitivity analytics provide deep insight into earnings and economic value impacts.

RFR-Native Valuation & Hedging Framework

With full support for risk-free rate (RFR) curves, Agnitya enables accurate valuation and hedge design for both bond and loan portfolios. The platform supports modern hedging strategies aligned with post-LIBOR market standards.

Precision, Transparency, and Control

Agnitya empowers banks to manage liquidity and balance‑sheet risks with confidence. From real‑time optimization to regulatory‑grade reporting, the platform delivers the accuracy, speed, and transparency required in today’s evolving regulatory landscape.