Prometeia’s unique business model offers a truly onestop solution, combining extensive consulting services, an integrated and cross-functional software package, implementation support and methodological training. The ERMAS Suite solution stays on top of regulatory developments and meets all reporting needs. Its functionalities and interfaces have been designed to be fully adaptable, customisable, intuitive and easy to use for the client.

1. REGULATORY &
ACCOUNTING COMPLIANCE

2. . . . . . . . . . ERMAS
4
. . . . . . . . . Riskmart
6
14 . . . . . . . . . Pillar II Analysis - Interest Rate Risk Banking Book
12 . . . . . . . . . Pillar I & II Analysis - Traded Market Risk
10 . . . . . . . . . Pillar II Analysis - Internal Credit Risk and Concentration Risk
8 . . . . . . . . . Pillar I Analysis - Credit risk
16 . . . . . . . . . Regulatory Liquidity Standards
18 . . . . . . . . . Forecasting Ratios and Funding Plan
20 . . . . . . . . . Hedge Accounting

3. THE ONE STOP SOLUTION
FOR ALL YOUR RISK AND
FINANCE NEEDS
Regulatory Reporting is a crucial part of Enterprise
Risk Management. With a constantly evolving financial
regulatory environment, banks need to keep up with
changes in a swift and cost-effective way.
Capital and liquidity are distinct but related concepts.
Each plays an essential role in understanding a bank’s
viability and solvency.
Liquidity is a measure of the ability and ease with which
assets can be converted into cash to meet expected
contractual obligations. The Basel III liquidity ratios
require banks to hold sufficient levels of liquid assets
to protect against constraints on their funding during
times of financial turmoil.
Capital acts as a financial cushion to absorb unexpected
drawbacks, because in order to remain solvent, the value
ofafirm’sassetsmustexceeditsliabilities.
TheBaselIIIcapitalstandardsrequirebankstoholdenough
capital to absorb losses in a severely adverse economic
environment.
Prometeia’s unique business model offers a truly one-
stop solution, combining extensive consulting services,
an integrated and cross-functional software package,
implementation support and methodological training.
The ERMAS Suite solution stays on top of regulatory
developments and meets all reporting needs. Its
functionalities and interfaces have been designed to be
fully adaptable, customisable, intuitive and easy to use
for the client.
Covering Market, Liquidity and Credit Risk, as well
as Stress Testing and Fund & Capital Planning areas,
banks using the ERMAS solution are able to focus on
their profitability targets while meeting all regulatory
requirements in a sound and resilient way.
3

4. ERMAS is the advanced and flexible solution provided by Prometeia to
support the active management of enterprise risks and maximise the
value generation, while meeting the requirements set by the regulatory
standards and by the specific business model of the bank.
The modular architecture of the Enterprise Risk Management Solution
(ERMAS) Suite provides clients with an immediate answer to all their needs.
The bank can activate each module independently, to fill a specific gap in its
riskinfrastructure,andbenefitfromtheavailabilityofoneintegratedsolution,
based on a common data warehouse and state-of-the-art technology.
ERMAS guarantees high processing performances and provides a customis-
able and user-friendly interface, including an interactive reporting wizard for
“real time” analysis and simulations. The reporting wizard allows banks to:
Relying on the quantitative skills of its financial engineers and on the experi-
ence of its consultants, Prometeia can guarantee the quality of its solutions
along the entire project cycle, from the design, through the implementation,
up to the final system roll-out.
Highly skilled experts work alongside clients in all the phases of the set-up
process to guarantee the best trade-off between a timely delivery and accu-
rate and precise results.
Implementation Support
Produce standard sets of tableau based on pre-
defined libraries of queries and easy-to-build
reporting templates
Navigate instantaneously and dynamically the
output data produced by the system through
a flexible drag-and-drop facility designed to
replicate MS Excel pivot tables
Export directly into Excel and csv format
Break down risk indicators and other output
variables using a limitless number of analytical
dimensions and aggregation keys
ERMAS
4

5. Ermas offers revolutionary high speed
enhanced by advanced technologies such
as Microsoft Parallel Datawarehouse
5

8. Prometeia delivers a portfolio credit risk solution as part of the ERMAS
Suite. The portfolio credit risk analysis consists of minimum regulatory
capital requirements to cover credit risk and economic capital calculation.
Regulatory capital analysis makes it possible to calculate and manage
Basel minimum capital requirements to cover credit risk, adopting
standardised or IRB approaches, using flexible configurations to comply
with local regulatory requirements.
The ERMAS solution provides a thorough assessment of credit risk, using
scenario analysis and advanced optimised Monte Carlo techniques.
It serves as a powerful management tool to calculate the minimum capital
requirements in relation to credit risk by using the approaches required by
the Basel agreement.
It also makes it possible to calculate the capital requirements in order to
perform simulations and assessments that can also be used from an ICAAP
perspective. Different stress testing types are coherently applied together
with those defined by regulators.
Scenario analysis makes it easier to evaluate the expected requirements in
different growth scenarios. The calculation is parametric and allows users to
adapt it rapidly to in the case of changing regulations or other specific needs.
By using parallel calculational processes it is possible to run tests directly in
the system in order to evaluate the effects of what-if analyses independently
of the ICCAP requirements. The calculation can also be done regardless of
statutory deadlines.
Thesetwofeaturesallowthesystemtobeusedasaneffectiveinstrumentfor
monitoring the capital requirements of the credit portfolio.
By enriching the asset information in input, risk data can be combined with
income data to support credit policy procedures.
Pillar I Analysis
Credit Risk
Flexible calculation
of capital needs
to comply with
local regulatory
requirements
8

9. Determination for all asset classes, products and
approaches in a flexible environment by which us-
ers can define local regulatory discretional weight-
ing classes and calculations
Main Features
Comprehensive stress testing features which allow
macroeconomic, composition and parametric stress
testing analysis
Integration with economic capital and capital plan-
ning modules to simulate capital requirements
under bank business plan scenarios and compare
regulatory and internal capital
9
Capital Requirement - IRB Approach
P D
A r e a o f c a p i t a l s a v i n g
C o r p o r a t e
S M E w i t h l e s s t h a n 5 M l n E u r o s c o n s o l i d a t e d t u r n o v e r
A r e a w i t h o u t c a p i t a l s a v i n g
Coefficientof
Capitalization

10. Prometeia delivers a portfolio credit risk solution as part of the ERMAS
Suite. The portfolio credit risk analysis consists of minimum regulatory
capital requirements to cover credit risk and economic capital calculation.
Economic capital analysis allows productive management of the credit
portfolio, simplifying the quantification of expected loss and control of
risk capital. Internal credit risk calculation in addition to stress testing and
capital planning features help to develop the Pillar 2 process.
Our solution provides a thorough assessment of credit risk, using scenario
analysis and advanced optimised Monte Carlo techniques.
It serves as a powerful assessment model that calculates the economic
capital of the credit portfolio.
Thesystemobtainsthedistributionoflossesandcalculatestheexpectedand
unexpected ones subdivided into client concentration and geo-sectorial risk
shares. In order to evaluate the systematic risk, it incorporates the default
correlation rate matrix maintained by Prometeia. The calculations produced
by the analysis are integrated with the regulatory capital and re-entered
into a framework of stress testing and common calculation perspective, by
supporting ICAAP procedures for class 1 banks. The extension of economic
capitalmeasurementtowardscreditpolicyproceduresallowstheoptimisation
of the portfolio even in terms of the distribution between sectors.
The calculated capital is allocated to individual relationships by means of
Prometeia’s proprietary methodology and allows the absorption of capital
according to all possible management views, thus increasing the potential of
the credit risk monitoring system.
Pillar II Analysis
Internal Credit Risk and
Concentration Risk
Productive management of the credit
portfolio, stress testing and capital planning
help to develop the Pillar 2 process
10

11. Calculation of concentration risk and economic
capital based on a robust internal actuarial model
that adopts a Monte Carlo simulation method; both
name and sector concentration risk are supported
Main Features
Capital is easily allocated at the transaction level,
considering risk factors and correlations
Comprehensive stress testing features allow mac-
roeconomic, composition and parametric stress
testing analysis
Integration with capital planning module allows us-
ers to evaluate planned economic capital for Pillar
2, Credit Strategies and Business Plan support
11
Economic capital / pillar 2
N a m e R i s kT o t a l R i s k

12. Pillar I & II Analysis
Traded Market Risk
Prometeia provides a fully fledged solution for market risk management,
supportingcalculationofPillar1andPillar2capitalrequirementsaccording
to Basel approach in compliance with the local regulatory guidelines.
The standardised method to the computation of market risk capital charge
is based on a building block approach, considering all risks relating to
banking activities’ such as position, counterparty credit, foreign exchange
and so forth. For the clients willing to implement internal models,
Prometeia’s integrated Suite allows clients to perform Market Risk
analyses at Bank and portfolio level, covering a wide range of instruments
and a comprehensive set of methodologies.
Prometeia delivers the Market Risk solution as part of a comprehensive
and integrated enterprise risk management platform.
12
A comprehensive
solution that provides
the calculation of
Market Risk capital
requirement while
supporting the
definition of optimal
hedging strategies
Market Value Analysis
P V s e n s i t i v i t y
P r o f i t & L o s s
V a r +
V a r -

13. Value at Risk: Calculation of VaR metrics for equity,
currency, interest and counterparty risk exposures.
Delta Normal VaR measures are complemented
with Delta Gamma and Component VaR
Backtesting: Prometeia offers a structural solu-
tion to digitalise the backtesting processes, as-
suming a separate contribution of P&L series.
ERMAS Suite backtesting analysis provides our
clients with a wide range on profit & loss source
depending on instrument type and availability of
Mark-to-Market data
Stress Testing: Market risk analyses are com-
pleted with stress test scenario analysis, aimed
at integrating VAR based measures. The tests can
be performed on both hypothetical and historical
scenarios, giving the opportunity to investigate
which market scenario may more intensively affect
portfolio returns. Output variables include overall
and risk factor specific variations of present value,
stressed VaR and other KRIs
Regulatory Capital Requirement: Basel capital re-
quirements according to standardised and internal
approaches, based on the industry standards for Pil-
lar 1 and Pillar 2
Interactive interface to identify individual opera-
tions and pools of trades on which to compute risk
measures
Main Features
Flexible system setup, supporting multidimensional
analysis and drill-down capabilities
Native reporting system, completely user definable
in terms of structure and layout, with embedded
tools for aggregation and decomposition of risk
measures (CVaR, VaR, risk factor exposure)
Open database access, easy connection with exter-
nal reporting tools, full Excel compatibility within a
user-intuitive data environment
13
The strengths of the solution include:

14. Pillar II Analysis Interest
Rate Risk Banking Book
By merging funding and interest rate risk into a methodologically consistent
framework, ERMAS supports Pillar 2 reporting in compliance with regulatory
standards and industry best practices.
A highly scalable and flexible solution, ERMAS enables banks to respond
quickly to the evolution of their business, investment strategies and organi-
sational structure. Approached in this way, ALM becomes a key strategic
process to steer the banking business and foster the financial performance
of the bank.
Together with an unparalleled coverage of different asset and liability class-
es, ERMAS offers a wide range of modelling capabilities for demand depos-
its, prepayable loans, mortgage pipelines, revolving facilities and off balance
sheetitems.Usingthesefacilities,bankscaneasilyintegratetheirownbehav-
ioural assumptions into the system, or benefit from Prometeia’s predefined
econometric models. In this second case, Prometeia offers specialist consult-
ing for calibrating parameters and adapting the methodological frameworks,
based on the user’s specific needs and on the empirical data available inside
the bank.
Key Risk Indicators are produced according to earnings and economic value
perspectives, backed by comprehensive treatment of pricing rules, embed-
ded optionalities and complex financial structures.
Standard and fully-customisable reports can be produced easily using graphi-
cal user interfaces, in order to meet the analytical needs of Treasury, Risk and
Asset Liability managers.
L I A B I L I T Y A S S E T
A t s i g h t
F i x e d
F l o a t i n g
14

15. 0
8000
-8000
6000
-6000
4000
-4000
2000
-2000
15
An integrated view of all fundamental risk drivers
affecting the balance sheet for an effective management
Present Value Sensitivity
Advanced cash-flow modelling techniques for the
analysis of funding and interest rate risks, integrat-
ing current business, clients’ behavioural and new
business assumptions
Main Features
Multidimensionalviewsofthebalancesheetstructure,
maturity and composition, including gap profile,
duration analysis and funding ratios
Balance Sheet and P&L forecasting, explicitly
designed to support strategic planning, portfolio
optimization, and medium-term budgeting
Interactive simulation of future banking and mar-
ket scenarios, define by product type, organisa-
tional units and other analytical dimensions, based
on alternative business strategies, portfolio mix,
spreads and pricing assumptions
Static and dynamic sensitivity analysis, coupled with
parametric and stochastic scenarios generation, de-
signed to support stress and reverse stress testing
What-if analysis of alternative hedging strategies
and assessment of optimal funding mix, instrumental
to operational ALM and active portfolio management
Full coverage of FX Risk through static and dynamic
analysis, including currency mismatch, basis point
values and other market risk measures
Flexible system setup, supporting group consolida-
tion, complex divisional structures and allocation
of ALM exposures via Fund Transfer Pricing models

16. Staying ahead of the regulatory challenge can become a competitive ad-
vantage, empowering banks to take a proactive approach to balancing
liquidity costs and risk mitigation targets. Prometeia’s ERMAS Liquid-
ity Risk solution enables the bank to optimise its economic performance,
while taking into consideration all regulatory constraints.
ERMAS offers a comprehensive set of functionalities to compute liquid-
ity metrics for national and supranational regulatory requirements. Pro-
meteia constantly keeps up-to-date on the regulatory frameworks of 20
different countries, with particular focus on the EMEA region, in order to
provide its clients with the best and most efficient approach to liquidity
risk compliance.
Prometeia’s solution is extremely flexible and easy to use, enabling users to
deliver group and individual reports according to the regulatory templates
and in the predefined format required by the authorities:
The sophisticated financial algorithms and the impressive adjustability
of ERMAS applications allow the bank to manage liquidity risk from the
highest aggregation level down to the single deal detail. This includes
the generation of stable deposits, encumbrances, ECB pooling, liquidity
buffer, eligibility rules and haircuts, amongst others.
Prometeia’s fully integrated Liquidity Risk engine stems managerial and
regulatory liquidity analysis from a single data source.
The module can be integrated with internally developed models for man-
agerial analysis, such as behavioural models for sight deposits, loan pre-
payments and committed credit lines. A robust stress test engine com-
plements its functionalities, to provide a complete understanding of how
liquidity risk behaves under various market and bank scenarios.
Regulatory
Liquidity Standards
16
Basel III ratios and related reporting requirements:
LCR, NSFR and other monitoring metrics
Liquidity Risk Regulatory Reports compliant with
EBA/ECB templates
Local reporting templates for more then 20 differ-
ent countries
Data and documentation to support the Internal
Liquidity Adequacy Assessment Processes (ILAAP)

17. Automatic production of regulatory reports directly
from the system
Main Features:
Exportabledocumentationinallpossibleformats(csv,
XBRL, XLS, etc.) including those specifically required
by central banks and national regulators
Fully customisable to fulfil any regulatory request
for all jurisdictions including national and suprana-
tional regulatory bodies
Multi-currency capabilities for easy reporting in a
wide range of currencies
Adjustable time horizons for calculation of LCR and
other metrics for both liquid assets and collateral-
ised deals
Individualised and consolidated reporting auto-
matically produced by Prometeia’s single frame-
work solution with multiple customisable perim-
eters of analysis
Ability to drill deep into the data to understand the
causes of potential breaches of liquidity limits at
single deal level, accompanied by a detailed audit
trail based on regulatory prescriptions
Full auditability of the entire data infrastructure,
showing the whole path of additions and correc-
tions in a dedicated diagnostic file
Extensive capabilities of parametric configuration
for various modelling aspects, such as: time horizon,
stress scenarios, haircuts, etc
A comprehensive solution to
simplify the compliance with the
regulatory liquidity risk standards
17
0 150
100
50
0 150
100
50
Liquidity Coverage Ratio
S t o c k o f h i g h - q u a l i t y l i q u i d a s s e t s
N e t c a s h o u t f l o w s
62.275
116.454
174.403
57.949
c a s h o u t f l o w s
c a s h i n f l o w s
Net Stable Funding Ratio
A v a i l a b l e S t a b l e F u n d i n g ( A S F )
R e q u i r e d S t a b l e F u n d i n g ( R S F )
277.356
248.662
L C R - - - - 5 3 % N S F R - - - 1 1 2 %

18. The international regulators are placing increasing importance on monitoring
liquidity risk in a prospective view in order to assess the sustainability of the
strategic plan, the business model and the sanctioned risk appetite.
In this context, the funding plan process is evolving to comply with regulato-
ry standards, including the projection of the liquidity ratios (LCR and NSFR)
under stress scenarios.
Prometeia offers a comprehensive solution to forecast the bank’s liquidity
riskprofileunderavarietyofdifferentscenarios,basedongoingconcernsand
regulatory stress assumptions.
The functionalities of the ERMAS Interactive dynamic simulation module al-
low the fund planning process to be supported in a variety of different ways:
Liquidity Forecasting
Ratios and Funding Plan
Forecasting the run-off and dynamic funding volumes, with the possibility to
interactively modify the business strategies for each analytical dimension
Projection of future liquidity risk indicators (LCR and NSFR) according to the
complementary regulatory criteria (Basel III, CRR, local regulatory)
Analysis of the cost of funding dynamics, taking into consideration the trend
of sovereign spreads, pass-through assumptions, expected mark-ups and
mark-downs resulting from the evolution of credit spreads (PD/LDG)
The module also allows market and credit impacts to be analysed in order to
identify potential “spiral” effects and evaluate possible mitigation actions.
18
Automatic simulation of the liquidity risk indi-
cators based on a static projection of balance
sheet items
Implicit reconciliation of LCR and NSFR with
standard regulatory templates
Embedded calculation of liquidity regulatory
drivers (e.g. stable deposits vs not stable depos-
its, classification of liquidity buffer) that users
can easily modify to evaluate the impact of dif-
ferent assumptions on the prospective ratios
Specific tools to manage complex funding strat-
egies (e.g. covered bonds/ABS programmes)
Real-time
interactive and
on-demand
simulation of
prospective
funding risk and
liquidity ratios

19. 1919
Market scenarios configuration based on user-
defined libraries of setup parameters, easily con-
figured through graphical interfaces and import/
export tools from XLS files
New business trends can be defined with alterna-
tive techniques, inserting new volumes, specifying
target point/average amounts, and growth/disin-
vestment percentages
Accurate definition of the financial characteristics
of the new products, using replication algorithms
based on the current balance sheet mix or, alterna-
tively, discretionary rules set by users
Fully-fledged credit and liquidity risk adjusted pric-
ing tools, allowing users to simulate different pric-
ing strategies, based on risk parameter evolution
and the bank’s commercial strategies (risk free,
market rates dynamics, credit risk parameters
dynamics, funding liquidity spread dynamics, com-
mercial spread dynamics)
Full integration of behavioural models, in order to
represent the attrition profile and the rate stickiness
of each product under alternative assumptions
Standard regulatory reports (i.e. EBA Funding Plan
Templates) and custom reports, available in an Ex-
cel style grid, offering increased granularity of the
breakdown dimensions and temporal horizon
Main Features:
Funding plan structure by product/counterparty
aligned with the regulatory template
Product catalogue with customised trees enabling
multiple waterfall logics to insert strategies on new
volumes and spreads, with “cascading” mechanism
on the lower hierarchical levels
User-friendly tools to model volume and pricing
assumptions, aligned with the commercial
strategies of the bank about the generation of
incoming assets and liabilities
Predefined specific drivers needed for projecting
the regulatory ratios LCR and NSFR, that can be
used alternatively via:
Simplified static approach: drivers are
compiled automatically using the embedded
structure of the static ratios and kept constant
for the simulation horizon
Dynamic approach: each driver can be modified
by the user along the simulation buckets in
order to compare results in different scenarios
0M 3M 6M 9M 12M
100%
60%
140%
L C R S c e n a r i o 1 L C R S c e n a r i o 2 L C R S c e n a r i o 3
Perspective
liquidity
coverage
ratio

20. 20
Hedge Accounting
Hedge Accounting is the instrument envisaged by the IAS / IFRS principles
for reducing the volatility of the income statement originated by the MTM
valuation of derivatives.
ERMAS Hedge Accounting Module is designed to cope with the
overwhelming complexities of IFRS schemes, ensuring an easy
implementation of the Hedge Accounting process and a full compliance
with industry best practices.
ERMAS provides a fully adaptable, comprehensive and easy to use
solution that meets all Hedge Accounting needs, from the selection of
the eligible hedged items, through the definition of the optimal hedging
strategies, up to the execution of the effectiveness tests.
ERMAS Hedge offers advanced methodologies for pricing, risk
modelling, fair value calculations and regulatory reporting. It covers all
the dynamics of interest and exchange rate hedges in accordance with
IAS39 and IFRS9 principles.
Within this module, banks can manage hedging transactions relating to
either specific items or portfolios of assets and/or liabilities. As a result,
specific functionalities are designed both for micro and macro hedging.
An “optimal fit” functionality automatically allows the definition of the
target hedging percentage, in order to maximise the effectiveness of the
hedging test.
Behavioural dynamics are also considered for the management of the two
HA frameworks supported by our solution, fair value and cash flow hedge.
h e d g e d i t e m
hedginginstrument
S h o c k - 2 0 0 b p
9 9 , 8 %
S h o c k - 1 0 0 b p
9 8 , 9 %
S h o c k + 1 0 0 b p
9 7 , 1 %
F l a t t e n i n g
9 4 , 3 %
S h o c k + 2 0 0 b p
9 7 , 1 %
S t e e p e n i n g
9 5 , 1 %
Retrospective
test delta FV

21. 21
Specific functionalities for the identification of
homogeneousassetsandliabilities,tobedesignated
as hedged items within the macro-hedging scheme
Recalibration of the hedging relations in order to
take into consideration prepayments, defaults,
derivatives unwinding and other events affecting
hedging lifecycle
Main Features:
Fully automated workflow management for
hedging portfolios and data logging of changes in
FV, both on a periodical and cumulative basis
Possibility to apply what-if and stress scenarios
to test the hedge effectiveness under different
market environments
Production of the hedging card and reporting for
managerial and auditing purposes
FV calculation of the hedged item and instrument
based on a multi curve approach, including the
valuation of embedded options. Exogenous fair
values can also be used, interfacing the HA Module
directly with the external source - system (e.g.
front office)
Calculation of the hedging ratios with both a
prospective and retrospective approach. Multiple
threshold conditions can be included to maximise
the effectiveness
Utilities for interactive reporting and production of
customised output for external accounting systems.
Full transparency of system setup and portfolio
definition, including audit trail and diagnostic of all
calculation processes
L o w e r t h r e s h o l d
H e d g e r a t i o
U p p e r t h r e s h o l d
Retrospective test overtime
1 3 0
1 4 0
1 2 0
1 1 0
1 0 0
9 0
8 0
7 0
6 0
5 0
0 1 - 1 0 - 1 5 0 1 - 0 5 - 1 6
A fully adaptable and comprehensive solution to
simulate and fine tune the effects of the hedging
strategies on current and expecting earnings

22. ITALY | BEIRUT - ISTANBUL - LAGOS - LIBREVILLE - LONDON - MOSCOW - PARIS
Where we are
Our Core Markets
EUROPE
Albania
Bosnia
Bulgaria
Croatia
France
Germany
Holland
Hungary
Ireland
Italy
Luxembourg
Poland
Portugal
Romania
Russia
Slovakia
Slovenia
Spain
Switzerland
UK
AFRICA
Algeria
Benin
Cameroon
Chad
Egypt
Ethiopia
Gabon
Guinea
Mauritania
Morocco
Nigeria
Togo
Tunisia
MIDDLE EAST
Iran
Jordan
Kuwait
Lebanon
Oman
Saudi Arabia
Turkey
UAE

23. PARTNERSHIPS RECOGNITIONS
Prometeia’s ERMAS Suite is our flagship solution, integrat-
ing enterprise risk management with balance sheet and per-
formance analysis.
Relying on highly innovative technology, the platforms sup-
ports ALM, market risk, liquidity risk, credit risk analysis,
credit process and regulatory reporting.
Our ERMAS Suite and implementation services offer a fully
adaptable and all-inclusive solution for every risk manage-
ment need.
Wehelpclientsintheanalysis,monitoringandmanagementof
all risk & performance dimensions, with the aim of maximising
theirprofitabilitywhilemeetingregulatoryrequirements.
The application is complemented by a workflow-driven
software platform, ECAPro Suit, that supports the credit
origination process and works in conjunction with ERMAS
risk analytics.
Prometeia is a leading provider of consulting services
and IT solutions focused on Enterprise Risk & Perfor-
mance Management.
Since 1974 we supply highly-specialized advisory, analytical
toolsandtrainingprograms,integratingquantitativemodels,
marketandcustomerdata,financialandeconomicscenarios.
Withover600industryexperts,wecurrentlyservemorethan
200 financial institutions in 20 different countries, through a
consolidated network of foreign branches and subsidiaries
located in Europe, Africa and the Middle East.
Our client base includes primary financial institutions, cen-
tral banks, multilateral organisations, as well as local banks
and credit unions.
Prometeia’s business model sets us apart from other indus-
try players as it combines an unparalleled offer of Risk &
Performance solutions with extensive consulting services,
implementation support and methodological training.
Customer
Satisfaction Award

24. www.prometeia.com