HOW IT WORKS
The Risk Analytics ALM Model provides financial institutions with an understanding of how changes in interest rates—and the resulting changes to the cash flows of their balance sheet instruments—affect future earnings as well as the value of their capital. This cash-on-cash dynamic income simulation and net equity value model provides results for nine interest rate stress test scenarios of up to 400 basis points. With no software to purchase this model provides the functionality of the most expensive ALM models—at a much lower cost and with far less time and effort. Our professional staff works with you and your IT department to automate the instrument level data collection process and our Relationship Managers assist you with any questions regarding data input or the initial results
KEY FEATURES
The Risk Analytics ALM Model has several important features providing an accurate modeling experience for todays ALM Manager. The tools provide:
- User-controlled processes, including modeling assumptions and rate stress tests
- Independent securities pricing and cash flow analytics from nationally recognized third-party sources to accurately forecast earnings and price volatility under all your rate stress scenarios automatically embedding those cash flows in the model so you don’t have to
- Easy installation and setup with a relationship manager to help you through the process
- Graphical displays of key information; choose from many charts and graphs
