CERNIQ gives mid-market financial institutions the ALM analytics, stress testing, and regulatory compliance tools that used to require a $500K consulting engagement.
From balance sheet ingestion to board-ready reports — one platform.
NII and MVE sensitivity across parallel and twist scenarios. Duration gap analysis with asset/liability breakdown.
Basel III LCR/NSFR with HQLA decomposition, cash flow waterfall, and regulatory buffer tracking.
Vasicek interest rate model with 1,000 paths. Regulatory scenarios (rapid rise, inversion, shock down).
Inline editing, CSV upload, duration heatmap. Real-time repricing gap and maturity distribution.
Manage multiple institutions from a single workspace. Compare risk metrics across your portfolio.
One-click PDF export with executive summary, risk metrics, stress results, and recommendations.
Full IRRBB compliance without the Big 4 price tag. Duration gap, NII sensitivity, and stress testing.
$500M - $5B assetsMeet NCUA requirements with automated ALM reporting. NEV analysis, concentration risk, and LCR.
$100M - $1B assetsCumplimiento COSSEC con reportes bilingues. Ratio de capital, liquidez, y pruebas de estres automatizadas.
$50M - $500M activosPortfolio-level interest rate and liquidity risk. Monte Carlo stress testing across multi-asset allocations.
$25M - $500M AUMUpload a CSV or enter positions manually. We auto-calculate durations, repricing schedules, and rate sensitivity.
Instant duration gap, NII sensitivity (8 scenarios), LCR compliance, and Monte Carlo stress tests.
Generate branded PDF reports for your board, auditors, or regulators. One click.
From a single report to full-service risk management. Pick what fits.
One-time engagement
Self-serve SaaS access
White-label for consultants
See how CERNIQ can streamline your institution's risk management.