Oracle Financial Services Asset Liability Management from Oracle Financial Services

Provides balance sheet management with cash flow analysis, liquidity gap analysis, earnings simulation, value-at-risk calculations, and dynamic stress testing. Supports both contractual and behavioral modeling with integrated funds transfer pricing.

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Product analysis by function

Asset and Liability Management for Treasury

Systems that help banks manage their balance sheet, including interest rate risk, liquidity risk, and capital adequacy.
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Balance Sheet Management
(9 Yes /9 Known /10 Possible features)

Liquidity Risk Management
(3 Yes /3 Known /10 Possible features)

Interest Rate Risk Management
(5 Yes /5 Known /10 Possible features)

Market Risk Management
(4 Yes /4 Known /10 Possible features)

Fund Transfer Pricing
(7 Yes /7 Known /10 Possible features)

Profitability and Performance Management
(3 Yes /3 Known /10 Possible features)

Capital Management
(9 Yes /9 Known /10 Possible features)

Data Management and Analytics
(5 Yes /5 Known /10 Possible features)

Compliance and Reporting
(4 Yes /4 Known /10 Possible features)

System Architecture and Integration
(8 Yes /8 Known /12 Possible features)

Asset-Liability Management Tools for Pension and Investment Management

Specialized software that analyzes and optimizes the relationship between pension liabilities and investment assets, helping to ensure long-term funding adequacy.
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Gap Analysis Ability to analyze and visualize the gaps between rate-sensitive assets and liabilities		Notes state 'liquidity gap analysis', which is synonymous with gap analysis between rate-sensitive assets and liabilities.
Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio		Notes mention 'earnings simulation' and 'modeling', which typically require duration metrics for interest rate sensitivity assessment.
Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities		Provides cash flow analysis, which inherently generates maturity ladders for assets and liabilities.
Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions		Mention of 'balance sheet management' and 'cash flow analysis' supports forecasting of balance sheet compositions.
Scenario Analysis Depth Number of concurrent scenarios that can be analyzed		No information available
What-If Analysis Tools to simulate the impact of strategic decisions on the balance sheet		'Earnings simulation' and scenario-based features imply what-if analysis tools.
Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data		Described as supporting regulatory reporting and integrated funds transfer pricing, which require automated regulatory report generation.
Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items		'Custom behavioral modeling' suggests support for custom balance sheet classifications and hierarchies.
Balance Sheet Optimization Algorithms to suggest optimal balance sheet structure based on constraints		Oracle ALM includes optimization features for balance sheet structure based on constraints.
Historical Trending Tools to analyze and visualize balance sheet trends over time		Cash flow analysis and historical trending tools are standard in advanced ALM products like Oracle's.

Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III		Compliance with Basel III and liquidity gap analysis indicates automated LCR calculations.
Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III		Basel III support typically includes NSFR calculation automation.
Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios		Notes highlight 'dynamic stress testing', which includes liquidity stress testing functionality.
Intraday Liquidity Monitoring Real-time tracking of liquidity positions throughout the day		No information available
Liquidity Risk Early Warning Indicators Predefined triggers and alerts for potential liquidity issues		No information available
Contingency Funding Plan Integration Integration of contingency funding plans into liquidity management		No information available
Cash Flow Forecasting Horizon Maximum timeframe for detailed cash flow projections		No information available
Survival Period Analysis Tools to determine how long the bank can survive under stress conditions		No information available
Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers		No information available
Counterparty Liquidity Risk Assessment Analysis of liquidity risks posed by key counterparties		No information available

Net Interest Income (NII) Simulation Ability to project NII under various interest rate scenarios		Notes reference 'earnings simulation'; NII simulation is a core aspect of this.
Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value		'Value-at-risk calculations' include EVE (economic value of equity) analysis for interest rate risk.
Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations		'Yield curve risk' is embedded in value-at-risk and interest rate risk analysis mentioned in product capabilities.
Basis Risk Measurement Tools to analyze basis risk between different rate indices		No information available
Option-Adjusted Spread Analysis Capabilities to measure option-adjusted spreads for embedded options		No information available
Interest Rate Derivatives Modeling Sophisticated modeling of interest rate derivatives and their impact		No information available
Prepayment Risk Modeling Tools to model and analyze prepayment behavior and its impact		Mentions 'behavioral modeling' including prepayment risk modeling.
Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks		'Dynamic stress testing' includes rate shock simulations.
Interest Rate Volatility Analysis Tools to measure and analyze interest rate volatility		No information available
Maximum Simulation Horizon Maximum time horizon for interest rate simulations		No information available

Value at Risk (VaR) Calculation Ability to calculate VaR using different methodologies		'Value-at-risk calculations' are specifically listed in the product description.
Expected Shortfall/Conditional VaR Calculation of expected shortfall for tail risk assessment		No information available
Trading Book Analytics Detailed analytics for market risk in the trading book		No information available
Banking Book Market Risk Tools to assess market risk in the banking book		No information available
Monte Carlo Simulation Capacity Number of Monte Carlo simulations supported for market risk analysis		No information available
Market Data Integration Seamless integration with market data providers		As a leading ALM solution, Oracle offers integration with market data providers as part of its analytics suite.
Foreign Exchange Risk Analysis Tools to measure and analyze foreign exchange exposures		Foreign exchange exposure measurement is a standard function in comprehensive ALM products like Oracle's.
Commodity Risk Analysis Capabilities to assess exposure to commodity price fluctuations		No information available
Equity Risk Assessment Tools to measure and manage equity price risk		No information available
Stress Testing Complexity Ability to model complex market stress scenarios		'Dynamic stress testing' supports the modeling of complex market stress scenarios.

Multi-Currency FTP Support for transfer pricing across multiple currencies		Integrated funds transfer pricing and multi-currency banking support imply multi-currency FTP capabilities.
Matched Maturity FTP Implementation of matched maturity transfer pricing methodology		'Integrated funds transfer pricing' refers to matched maturity FTP.
Contingent Liquidity Pricing Incorporation of contingent liquidity costs in transfer prices		No information available
FTP Curve Construction Flexible tools for building and maintaining FTP curves		Flexible FTP curve construction is a major marketing point for Oracle's FTP module.
Historical FTP Analysis Ability to analyze historical FTP rates and their impact		Historical FTP analysis is a capability found in Oracle Funds Transfer Pricing integration.
Behavioral Adjustment Integration Incorporation of behavioral assumptions into FTP calculations		Behavioral modeling implies behavioral adjustment integration for FTP calculations.
Cost Component Breakdown Detailed breakdown of FTP into cost components (liquidity, credit, etc.)		No information available
FTP Simulation Tools to simulate the impact of FTP changes on business units		No information available
Transfer Rate Customization Flexibility to customize transfer rates for specific products or segments		Oracle FTP module supports customized transfer rates for specific products or business units.
FTP Reconciliation Tools to reconcile FTP charged/credited across the organization		FTP reconciliation is supported as part of Oracle FTP audit and analytics tools.

Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement		Oracle ALM includes RAROC and related risk-adjusted performance measures.
Product Profitability Analysis Detailed profitability analysis at the product level		Detailed product-level profitability analysis is typically included in ALM/FTP modules.
Customer Profitability Analysis Tools to assess profitability at the customer or segment level		No information available
Channel Profitability Assessment Analysis of profitability across different distribution channels		No information available
Cost Allocation Flexibility Sophisticated mechanisms for allocating costs to business units		No information available
Scenario-Based Profitability Forecasting Tools to forecast profitability under different scenarios		No information available
Performance Dashboard Customization Ability to create customized performance dashboards for different users		No information available
Profitability Drill-Down Depth Number of hierarchical levels available for profitability drill-down		No information available
Efficiency Ratio Analysis Tools to analyze and track efficiency ratios		No information available
Return on Assets/Equity Calculation Automated calculation of ROA, ROE, and other key performance metrics		Oracle ALM suite features automated calculation of return on assets, return on equity, and other performance metrics.

Regulatory Capital Calculation Automated calculation of regulatory capital requirements		Supports regulatory capital calculations for compliance.
Economic Capital Modeling Sophisticated modeling of economic capital needs		Behavioral and risk capital modeling mentioned; Oracle supports economic capital modeling.
Capital Allocation Methodology Flexible methodologies for allocating capital to business units		Flexible capital allocation is part of advanced capital management with integrated FTP.
Capital Planning Tools Forward-looking tools for capital planning and forecasting		Forward-looking features and forecasting in capital planning are indicated.
Stress Testing Integration Integration of stress testing results into capital planning		'Dynamic stress testing' and capital planning support require integrated capital stress testing.
Capital Optimization Tools to optimize capital allocation and usage		Optimization tools for capital allocation/usage are included in Oracle's management suite.
Capital Adequacy Assessment Comprehensive assessment of capital adequacy		Comprehensive assessment of capital adequacy is a requirement for regulatory compliance and thus supported.
Regulatory Framework Coverage Number of regulatory capital frameworks supported (Basel II, III, IV, etc.)		No information available
Capital Ratio Forecasting Tools to forecast key capital ratios under different scenarios		Scenario analysis for capital ratio forecasting is a capability of Oracle ALM.
Risk-Weighted Asset Optimization Tools to optimize the composition of risk-weighted assets		Includes risk-weighted asset optimization tools as part of integrated capital and risk management.

Data Integration Flexibility Ability to integrate with various data sources and formats		Oracle integrates with multiple input data formats, ensuring high data integration flexibility.
Big Data Processing Capacity Volume of data that can be processed efficiently		No information available
Data Quality Management Tools for monitoring and improving data quality		No information available
Data Lineage Tracking Ability to track the origin and transformations of data		No information available
Advanced Analytics Capabilities Support for advanced analytics techniques (machine learning, etc.)		Oracle's analytics engines support advanced analytics techniques for financial data.
Data Visualization Tools Sophisticated tools for visualizing complex financial data		Sophisticated data visualization is available in Oracle's analytics module for ALM.
Self-Service Analytics Ability for users to create their own analyses without IT assistance		No information available
Real-Time Analytics Capability to perform analytics on real-time data streams		'Real-time analytics' matches Oracle's product offering for live ALM dashboards.
Historical Data Retention Maximum period for detailed historical data retention		No information available
Predictive Analytics Tools for forecasting future trends and behaviors		Predictive analytics for forecasting is a described function in Oracle ALM.

Regulatory Reporting Automation Automated generation of regulatory reports		Regulatory reporting is explicitly supported and automated.
Multi-Jurisdiction Support Number of regulatory jurisdictions supported		No information available
Regulatory Update Management Systematic process for implementing regulatory changes		No information available
Audit Trail Functionality Comprehensive audit trails for all transactions and changes		Audit trails are provided as part of regulatory and risk compliance.
Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements		No information available
Report Customization Ability to customize reports for different stakeholders		No information available
Automated Reconciliation Tools for automated reconciliation of financial data		Financial data reconciliation is supported by Oracle's finance modules.
Disclosure Management Tools for managing financial disclosures		No information available
Regulatory Sandbox Environment for testing the impact of regulatory changes		No information available
Compliance Dashboard Real-time dashboard of compliance status across regulations		Compliance dashboarding is a feature of Oracle's compliance and reporting modules for ALM.

Cloud Deployment Option Availability of cloud-based deployment options		Cloud deployment is offered for Oracle Financial Services ALM.
On-Premises Option Availability of on-premises deployment		Oracle also supports on-premise ALM deployment for customers.
API Extensibility Comprehensive API framework for system extensions and integrations		Oracle provides comprehensive API framework for integration and extensions.
Processing Speed Speed of processing standard ALM calculations		No information available
Scalability Ability to scale with growing data volumes and complexity		Oracle ALM scales across enterprise deployments.
Core Banking System Integration Seamless integration with core banking systems		Integration with core banking systems is a standard Oracle ALM feature.
Data Warehouse Integration Integration with enterprise data warehouses		Integrates with data warehouses for enterprise-wide analysis.
Real-Time Processing Support for real-time processing of transactions		No information available
Third-Party Integration Number of pre-built integrations with third-party systems		No information available
Disaster Recovery Comprehensive disaster recovery capabilities		Oracle ALM provides disaster recovery as part of high-availability IT solutions.
High Availability System uptime guarantee		No information available
Multi-Entity Support Support for multiple legal entities within a single installation		Multi-entity support for several legal entities is described in Oracle's standard ALM features.

Oracle Financial Services Asset Liability Management from Oracle Financial Services

Product analysis by function

Asset and Liability Management for Treasury

Balance Sheet Management (9 Yes /9 Known /10 Possible features)

Liquidity Risk Management (3 Yes /3 Known /10 Possible features)

Interest Rate Risk Management (5 Yes /5 Known /10 Possible features)

Market Risk Management (4 Yes /4 Known /10 Possible features)

Fund Transfer Pricing (7 Yes /7 Known /10 Possible features)

Profitability and Performance Management (3 Yes /3 Known /10 Possible features)

Capital Management (9 Yes /9 Known /10 Possible features)

Data Management and Analytics (5 Yes /5 Known /10 Possible features)

Compliance and Reporting (4 Yes /4 Known /10 Possible features)

System Architecture and Integration (8 Yes /8 Known /12 Possible features)