Full Service ALCO

Model Building, Data Management and Full-Service ALCO Member

Comprehensive consulting assistance through all phases of the Asset/Liability function:

  • Needs analysis congruent with regulatory expectation that systems capabilities are commensurate with risk complexity
  • Cost/benefits comparison of appropriate software alternatives results in appropriate model selection
  • Model implementation, focusing on a best practices approach to account definition and setup
  • Develop and program customized institution-specific investment templates using Open Bloomberg for real-time data feeds as well as capture of customized instruments with embedded optionalities
  • Periodic updates on market spreads, prepayment and discount rates, and benchmark Asset/Liability valuations, including deposit acquisitions
  • On-and off-site support and consulting assistance is available