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Detail Oriented Approach. Improved ALM Efficiency

Financial Compliances

Expected Credit Loss Asset Liability Management Fund Transfer Pricing Financial Reporting & Analysis

Financial institutions are responding to economic volatility by embracing a comprehensive and detailed approach to balance sheet and liquidity risk management. We have made a robust solution, featuring advanced analytical tools, computational capabilities, and governance features within a scalable, high-performance platform.

ALM features include interest rate sensitivity analysis, stress testing, scenario-based simulations, risk-adjusted profitability calculations, and regulatory reporting compliance. We ensure efficient data management by integrating various data sources while maintaining auditability, and empowering users with a user-friendly reporting framework.

With its adaptable architecture, the platform integrates diverse libraries, risk models, and offers cloud-native scalability for evolving business needs. By automating processes and offering transparent analyses, we enable financial institutions to enhance efficiency while mitigating the risks associated with manual efforts.

KEY FEATURES

Gap

 
  • Structural Liquidity Gap
  • Traditional and Duration Gap Analysis
  • Dynamic Liquidity Statement
  • Options Adjusted Gap

Sensitivity Analysis

 
  • Interest Rate Sensitivity & impact on EaR
  • Scenario Analysis using Monte Carlo Simulation
  • Stress Testing
  • ECL Recognition using Statistical Models
  • Rate Shock Analysis
  • Stress Testing of ECL

Basel III Liquidity

 
  • Liquidity Coverage Ratio ( LCR)
  • Net Stable Funding Ratio ( NSFR)
  • Other Liquidity Ratios

Analytics

 
  • Behavioural Analysis
  • Trend Analysis
  • Forecasting of Profit/Loss & Balance sheet
  • Market value of Equity ( MVE)

MIS and Monitoring

 
  • Executive Dashboards
  • ALM Limits
  • Regulatory and Proprietary Reports
  • Custom Report and Dashboard Builder

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Benefits

Our ALM Solution offers banks and financial institutions a range of business benefits which are listed below

 
Multiple Reporting Format Pre built ALM Rules as per regulatory guidelines and user definable Rule Engine for internal reporting purpose.
 
User definable parameterization for customization with changing guidelines.
 
Cash flow generation engine for appropriate bucketing.
 
Sophisticated Behaviour Analysis Methodologies
 
Robust Data Management framework in the system ensures completeness and accuracy.
 
Statistical tools for customised analysis.
 
Handles multiple currencies, multiple formats for report extraction and export.