Asset Liability Management
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Detail Oriented Approach. Improved ALM Efficiency
Financial Compliances
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
Benefits
Our ALM Solution offers banks and financial institutions a range of business benefits which are listed below