Asset/Liabilty Management & Reporting
By using an internationally recognized ALM model, we can help you identify, measure and monitor market risk. We have a standardized reporting format that exceeds industry and regulatory expectations that is fully customizable to meet your institution's needs.
The report format emphasizes:
- Multiple Rate Scenarios (parallel or asymmetrical ramps or shocks)
- One and Two Year Projected Stress Test Earnings at Risk analysis
- SFAS 115: Investment Portfolio Risk
- Stress Test Economic Value at Risk and Duration 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
