Treasury & ALM
Verify liquidity and capital requirements under stress, using automated optimizers to find the most cost-effective path back into compliance.
Funding optimizerRun multi-asset stress scenarios across your balance sheet and Lombard credit books in seconds. Replace unverified spreadsheets with board-ready quantitative analytics.
Built for banks and asset managers across every side of the market
Try it yourself
GlacierX is running now. Open it, pick a scenario, and watch the balance sheet and Lombard credit book recalculate in seconds.
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The calculation engine
Define the shift once. GlacierX propagates it across every ratio, portfolio and credit book, then draws the stressed curve beside your baseline so the committee sees the delta, not a spreadsheet.
Platform overview
Forecasting still runs on workbooks full of unverified formulas, emailed around the day before committee. GlacierX consolidates those files into one web-based intelligence platform.
Define an economic shift — a rate hike, an equity drop, a liquidity freeze — and the platform calculates the ripple effect across your balance sheet, regulatory health, and client loan portfolios.
One centralized calculation engine replaces fragmented spreadsheets, every department works from identical validated market data, and each run is saved with the assumptions behind it.
Read moreRaw cell numbers become interactive charts, stress waterfalls and reports, with instant side-by-side comparison of historical versus projected runs.
Read moreDedicated workspaces answer one financial question each, tied together by a unified navigation bar with single sign-on across every tool.
Read moreUnified market stress testing across every entity, portfolio and credit book you hold — one scenario definition, one set of results.
View scenariosBuilt for financial decision-makers
Pick your role and see exactly how GlacierX fits the work you already do.
Verify liquidity and capital requirements under stress, using automated optimizers to find the most cost-effective path back into compliance.
Funding optimizerIdentify credit shortfall risks across portfolio-backed loans before market falls trigger client calls.
Lombard CreditDefine market stress scenarios once, execute them across all institutional portfolios, and deliver comparable committee reports.
Scenario libraryTest asset allocation adjustments against real risk limits, efficiency frontiers and trading constraints.
Constraint checksTrack exact historical run data — who executed each simulation, on what date, and using which assumptions.
Audit logReal-world industry scenarios
Three questions that normally take a week of spreadsheet work, and what happens on the platform instead.
How GlacierX helps your institution
From ALCO preparation to margin call decisions, GlacierX removes the spreadsheet layer between your data and your committee.
Our deployment planReplace fragile cell formulas with centralized, mathematically validated engines.
Generate board-ready charts, waterfalls and comparative reports in minutes.
Spot collateral shortfalls early and price hedges before issuing margin calls.
Use SciPy optimization to meet regulatory ratios at minimum cost.
Keep a permanent, searchable record of every run, assumption and user action — traceable to the person and date behind it.
AI innovations across financial sectors
Purpose-built analytics for banking, asset management and private wealth.
Partner with our quantitative engineers to deploy AI solutions across your institution and modernize your ALCO and credit risk workflows.
Technologies used
Modern web technologies, high-speed calculation engines and secure cloud infrastructure.
FAQ
Everything procurement, security and risk teams usually ask before a pilot.
Ask something elseNo. GlacierX is a cloud-native web application that runs directly in any modern browser with zero local software setup.
Yes. Drag and drop existing Excel or CSV files, or use pre-filled platform templates with automatic data parsing and error validation.
The platform incorporates Black-Scholes and binomial pricing models for European and American options, including complete sensitivity calculations and option strategy matching.
Yes. GlacierX uses PostgreSQL with a dedicated database compartment for each client institution, ensuring strict data privacy and security.
Yes. Granular role-based access control lets institutions limit user visibility to specific modules, such as restricting a team exclusively to Balance Sheet Health or Lombard Credit.
Yes. Runs and portfolio analytics export directly into formatted Excel workbooks, PDF committee packs or PowerPoint decks.
Contact us
Tell us what you need to stress test and we will set up an environment loaded with a sample of your data.
A 30-minute call to understand your portfolios and reporting cycle.
A working environment loaded with a sample of your own positions.
A written deployment plan covering security review and rollout.
Prefer to explore first? Open the working GlacierX platform and run scenarios yourself.
Try GlacierX live(opens in a new tab)