F.I.S.® Balance Sheet Manager is a comprehensive balance sheet management solution that provides banks with the tools they need to meet growing market and regulatory pressures.

With its expandability and available customization options, ADWEKO Integrate offers a high degree of flexibility. Numerous adjustment screws enable the customer to take into account individual circumstances within the interface. The fact that development is limited to HANA artifacts and that there is close integration with the SAP standard offers the advantage of being able to adhere to proven SAP Fioneer best practices

Balance Sheet Manager can calculate both internal scenarios (e.g. risk appetite, reverse stress tests, etc.) and scenarios defined by the supervisory authorities, such as the EBA stress test, to derive the capital under stress conditions. The highly configurable time-band structure functionality allows banks to flexibly categorize sensitivities and outcomes into the time bands required by regulators. The filter functionality allows to switch between different result views (e.g. economic view vs. balance sheet view).

The challenge intensifies with the requirement to conduct stress tests of varying scope. Within the IRRBB/CSRBB framework, all interest rate and credit spread sensitive positions as well as off-balance sheet positions are considered, thus focusing on the economic view from a risk management perspective. This is a different approach from firm-wide stress testing, which includes accounting categories, while only fair valued positions (via PnL and OCI) are included for market risk and non-traded market risk positions are included only for on-balance sheet positions (amortized cost positions are not stressed), which is in contrast to the IRRBB/CSRBB view of regulatory capital (capital supply perspective), which evaluates capital depletion under stress and reverse stress testing.