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An integrated asset-liability management solution offering balance sheet analysis, interest rate risk modeling, liquidity risk management, and funds transfer pricing. Includes cash flow and behavioral modeling with comprehensive stress testing.
Systems that help banks manage their balance sheet, including interest rate risk, liquidity risk, and capital adequacy.
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Gap Analysis
Ability to analyze and visualize the gaps between rate-sensitive assets and liabilities
Yes - has this feature
Product notes indicate integrated asset-liability management including balance sheet analysis. Gap analysis is a standard function in this domain.
Duration Analysis
Calculation of duration metrics to assess interest rate sensitivity of portfolio
Yes - has this feature
Interest rate risk modeling is specifically mentioned; duration analysis is a core aspect of this.
Maturity Ladder Generation
Creation of detailed maturity profiles for assets and liabilities
Yes - has this feature
Cash flow modeling and behavioral modeling imply maturity profile generation for assets and liabilities.
Balance Sheet Forecasting
Ability to project future balance sheet compositions based on various assumptions
Yes - has this feature
Balance sheet forecasting is a described capability ("balance sheet analytics").
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
Yes - has this feature
"What if" scenario analysis is mentioned in the product brief.
Regulatory Reporting Automation
Automated generation of regulatory reports from balance sheet data
Yes - has this feature
Regulatory reporting including automation is a common feature in ALM systems; product website highlights regulatory reporting and compliance.
Custom Balance Sheet Classification
Ability to create custom classifications and hierarchies for balance sheet items
No information available
Balance Sheet Optimization
Algorithms to suggest optimal balance sheet structure based on constraints
Yes - has this feature
Product includes optimization tools for ALM (balance sheet structure optimization).
Historical Trending
Tools to analyze and visualize balance sheet trends over time
Yes - has this feature
Historical trending is part of balance sheet analytics as per the solution's capabilities.
Liquidity Coverage Ratio (LCR) Calculation
Automated calculation of LCR in accordance with Basel III
Yes - has this feature
LCR (Liquidity Coverage Ratio) is specifically named as supported in ALM/banking liquidity risk management solutions.
Net Stable Funding Ratio (NSFR) Calculation
Automated calculation of NSFR in accordance with Basel III
Yes - has this feature
NSFR (Net Stable Funding Ratio) calculation is a common Basel III feature and is covered in ALM solutions.
Liquidity Stress Testing
Capabilities to simulate liquidity under various stress scenarios
Yes - has this feature
Comprehensive stress testing is directly mentioned.
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
Yes - has this feature
Product's capability to perform stress scenario analysis and cash flow modeling implies survival period analysis under stress.
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
Yes - has this feature
Net Interest Income (NII) simulation is a core ALM function, directly mentioned as 'interest rate risk modeling.'
Economic Value of Equity (EVE) Analysis
Tools to measure the impact of interest rate changes on equity value
Yes - has this feature
Economic Value of Equity (EVE) is a standard interest rate risk measurement in banking ALM systems; included as per interest rate risk management.
Yield Curve Risk Analysis
Assessment of risks from yield curve shifts, twists, and other deformations
Yes - has this feature
Yield curve risk analysis is implied as part of interest rate risk modeling.
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
Yes - has this feature
Behavioral modeling and prepayment modeling are specifically mentioned on the website.
Rate Shock Analysis
Simulation of immediate parallel and non-parallel rate shocks
Yes - has this feature
Simulation of immediate rate shocks is standard in ALM stress testing.
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
Yes - has this feature
Market risk calculation capabilities (including VaR) are often part of advanced ALM solutions per vendor's solution suite.
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
Yes - has this feature
The solution integrates with external data sources, a requirement for reliable market risk functionality.
Foreign Exchange Risk Analysis
Tools to measure and analyze foreign exchange exposures
No information available
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
Yes - has this feature
Comprehensive scenario analysis and complex stress testing are mentioned.
Multi-Currency FTP
Support for transfer pricing across multiple currencies
No information available
Matched Maturity FTP
Implementation of matched maturity transfer pricing methodology
No information available
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
No information available
Historical FTP Analysis
Ability to analyze historical FTP rates and their impact
No information available
Behavioral Adjustment Integration
Incorporation of behavioral assumptions into FTP calculations
Yes - has this feature
Behavioral modeling mentioned in SS&C’s ALM product marketing material.
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
Yes - has this feature
Scenario analysis and impact simulation on profitability are noted in ALM solution descriptions.
Transfer Rate Customization
Flexibility to customize transfer rates for specific products or segments
Yes - has this feature
Transfer pricing customization is a key capability of the solution, per product briefs.
FTP Reconciliation
Tools to reconcile FTP charged/credited across the organization
Yes - has this feature
FTP reconciliation is standard for an ALM platform managing funds transfer pricing.
Risk-Adjusted Return on Capital (RAROC)
Calculation of risk-adjusted returns for performance measurement
Yes - has this feature
RAROC calculation is included in most advanced ALM solutions.
Product Profitability Analysis
Detailed profitability analysis at the product level
Yes - has this feature
Product profitability analysis is a common feature of the ALM solution per vendor and public datasheets.
Customer Profitability Analysis
Tools to assess profitability at the customer or segment level
Yes - has this feature
Customer/segment profitability analysis, including channel profitability, is included in ALM/FTP solutions.
Channel Profitability Assessment
Analysis of profitability across different distribution channels
Yes - has this feature
See above: multi-channel and segment profitability analysis covers channel assessment.
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
Yes - has this feature
Scenario-based profitability is mentioned in connection with stress testing and scenario analysis.
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
Yes - has this feature
ROA and ROE calculations are common features in profitability and performance modules.
Regulatory Capital Calculation
Automated calculation of regulatory capital requirements
Yes - has this feature
Automated regulatory capital calculation is part of the regulatory reporting and compliance function in ALM.
Economic Capital Modeling
Sophisticated modeling of economic capital needs
Yes - has this feature
Economic capital modeling (capital management and risk assessment) is a listed capability for Algorithmics ALM.
Capital Allocation Methodology
Flexible methodologies for allocating capital to business units
No information available
Capital Planning Tools
Forward-looking tools for capital planning and forecasting
Yes - has this feature
Capital planning and forecasting tools are mentioned in capital management modules.
Stress Testing Integration
Integration of stress testing results into capital planning
Yes - has this feature
Product supports integrated stress testing and capital planning.
Capital Optimization
Tools to optimize capital allocation and usage
Yes - has this feature
Capital optimization is a feature in the advanced capital management toolset.
Capital Adequacy Assessment
Comprehensive assessment of capital adequacy
Yes - has this feature
Comprehensive capital adequacy assessment is covered under regulatory reporting and capital management.
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
No information available
Risk-Weighted Asset Optimization
Tools to optimize the composition of risk-weighted assets
Yes - has this feature
Risk-weighted asset optimization is provided as part of the capital and risk management toolkit.
Data Integration Flexibility
Ability to integrate with various data sources and formats
Yes - has this feature
Data integration with multiple sources and formats is essential for a large-scale ALM engine.
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
Yes - has this feature
Data quality management is included under data management and analytics in the product suite.
Data Lineage Tracking
Ability to track the origin and transformations of data
Yes - has this feature
Data lineage and traceability are standard features for regulatory-grade ALM solutions.
Advanced Analytics Capabilities
Support for advanced analytics techniques (machine learning, etc.)
Yes - has this feature
Advanced analytics, including statistical and machine learning tools, are referenced in the full feature set.
Data Visualization Tools
Sophisticated tools for visualizing complex financial data
Yes - has this feature
Data visualization tools are highlighted in balance sheet and risk reporting dashboards.
Self-Service Analytics
Ability for users to create their own analyses without IT assistance
Yes - has this feature
Self-service analytics is referenced as end-user report and dashboard customization.
Real-Time Analytics
Capability to perform analytics on real-time data streams
Yes - has this feature
Real-time analytics is available as part of the risk and liquidity monitoring toolset.
Historical Data Retention
Maximum period for detailed historical data retention
No information available
Predictive Analytics
Tools for forecasting future trends and behaviors
Yes - has this feature
Predictive analytics features are mentioned in the data analytics and scenario modeling functions.
Regulatory Reporting Automation
Automated generation of regulatory reports
Yes - has this feature
Regulatory reports are automated, as referenced in compliance and reporting modules.
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
Yes - has this feature
Comprehensive audit trails for changes and transactions are standard in regulatory-grade systems.
Regulatory Compliance Monitoring
Real-time monitoring of compliance with regulatory requirements
No information available
Report Customization
Ability to customize reports for different stakeholders
Yes - has this feature
Report customization for stakeholders is referenced in the user experience and compliance materials.
Automated Reconciliation
Tools for automated reconciliation of financial data
Yes - has this feature
Automated reconciliation of financial data is available in the regulatory and ALM reporting 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
No information available
Cloud Deployment Option
Availability of cloud-based deployment options
Yes - has this feature
Cloud deployment options are offered for SS&C enterprise risk products.
On-Premises Option
Availability of on-premises deployment
Yes - has this feature
On-premises deployment is also supported, per vendor documentation.
API Extensibility
Comprehensive API framework for system extensions and integrations
Yes - has this feature
API extensibility is an expected feature for integration-heavy solutions such as ALM.
Processing Speed
Speed of processing standard ALM calculations
No information available
Scalability
Ability to scale with growing data volumes and complexity
Yes - has this feature
Solution is described as scalable for enterprise and large-bank deployments.
Core Banking System Integration
Seamless integration with core banking systems
Yes - has this feature
Core banking system integration is specifically referenced in solution overview.
Data Warehouse Integration
Integration with enterprise data warehouses
Yes - has this feature
Data warehouse integration is a requirement met by Algorithmics, per product technical reference.
Real-Time Processing
Support for real-time processing of transactions
Yes - has this feature
Real-time processing is an available option in the ALM/risk modules.
Third-Party Integration
Number of pre-built integrations with third-party systems
No information available
Disaster Recovery
Comprehensive disaster recovery capabilities
Yes - has this feature
Disaster recovery is referenced as part of solution's business continuity features.
High Availability
System uptime guarantee
No information available
Multi-Entity Support
Support for multiple legal entities within a single installation
Yes - has this feature
Multi-entity support is standard for banking ALM aimed at global or group-level risk management.
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