Asset/Liabilty Management & Reporting

Analytical tool to identify, measure, monitor, and control Interest Rate Risk (IRR).

The report format emphasizes:

  • Multiple Rate Scenarios (parallel ramps or shocks)
  • Stress Test Earnings at Risk analysis
  • SFAS 115: Investment Portfolio Risk
  • Stress Test Economic Value at Risk analysis
  • Multi-scenario cash flow liquidity analysis
  • Static & Dynamic GAP analysis

Individualized Analysis & Chart of Accounts

  • Your data & assumptions = your Risk Management process
  • Static & dynamic growth alternatives
  • Documentation of assumptions: narrative & quantitative

Outsourced Asset/Liability reporting & consulting

  • Provide "insurance" & independent review for banks with internal A/L process
  • Graphic historical comparison Interest Rate Risk report for Board/ALCO