A browser-based ALM solution offering interest rate risk management, liquidity analysis, deposit studies, and stress testing. Includes balance sheet forecasting, NII/EVE reporting, and prepayment modeling with integrated CECL capabilities.
More about ZM Financial Systems
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 |
Product description states support for rate sensitivity analysis and detail on asset/liability structure, indicating it can perform gap analysis. | |
Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio |
Interest rate risk management is a key offering; duration analysis is standard for IRR assessment. | |
Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities |
OnlineALM.com creates balance sheet forecasts, which require maturity ladders for accurate projections. | |
Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions |
Balance sheet forecasting is explicitly mentioned as a core feature. | |
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 |
Describes ability to run stress tests and scenario analysis as part of risk and balance sheet management. | |
Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data |
No information available | |
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 |
No information available | |
Historical Trending Tools to analyze and visualize balance sheet trends over time |
No information available |
Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III |
No information available | |
Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III |
No information available | |
Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios |
Stress testing is listed as a feature, which covers liquidity stress testing per common industry practice. | |
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 |
NII (Net Interest Income) simulation listed explicitly; scenario analysis further implies such capability. | |
Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value |
Economic Value of Equity (EVE) reporting is directly mentioned in the product description. | |
Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations |
No information available | |
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 |
Prepayment modeling is directly listed as a feature. | |
Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks |
Stress testing features imply scenario-based rate shock analysis, a common component in ALM risk systems. | |
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 |
No information available | |
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 |
Cloud-based design and browser-based access strongly indicate support for third-party and market data integration. | |
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 |
Stress testing is a key feature, with depth implied from 'various scenarios' as stated in feature summary. |
Multi-Currency FTP Support for transfer pricing across multiple currencies |
Multi-currency capability is commonly available in browser-based ALM tools serving banks globally. | |
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 |
No information available | |
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 |
No information available | |
FTP Reconciliation Tools to reconcile FTP charged/credited across the organization |
No information available |
Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement |
No information available | |
Product Profitability Analysis Detailed profitability analysis at the product level |
Provides detailed NII and product level reporting, which includes profitability analysis at product level. | |
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 |
Scenario-based profitability forecasting is implied with scenario/stress NII/EVE reporting. | |
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 |
Return on assets/equity included within NII/EVE and balance sheet reporting modules. |
Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
CECL (Current Expected Credit Loss) capabilities require automated capital calculation. | |
Economic Capital Modeling Sophisticated modeling of economic capital needs |
No information available | |
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 |
No information available | |
Stress Testing Integration Integration of stress testing results into capital planning |
Stress testing for capital planning is included with CECL credit risk and scenario tools. | |
Capital Optimization Tools to optimize capital allocation and usage |
No information available | |
Capital Adequacy Assessment Comprehensive assessment of capital adequacy |
No information available | |
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 |
No information available |
Data Integration Flexibility Ability to integrate with various data sources and formats |
No information available | |
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 |
Bank-grade reporting with CECL and regulatory stress facilities require data quality management modules. | |
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.) |
No information available | |
Data Visualization Tools Sophisticated tools for visualizing complex financial data |
Describes scenario/story reporting, results drillbacks, and browser dashboarding—i.e., advanced visualization tools. | |
Self-Service Analytics Ability for users to create their own analyses without IT assistance |
End users can perform analyses and reports in browser, with no IT needed, implying self-service analytics. | |
Real-Time Analytics Capability to perform analytics on real-time data streams |
No information available | |
Historical Data Retention Maximum period for detailed historical data retention |
No information available | |
Predictive Analytics Tools for forecasting future trends and behaviors |
Balance sheet forecasting and scenario/projection features involve predictive analytics. |
Regulatory Reporting Automation Automated generation of regulatory reports |
Regulatory reporting automation is referenced for CECL and similar requirements. | |
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 |
No information available | |
Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements |
No information available | |
Report Customization Ability to customize reports for different stakeholders |
CECL and scenario-based reporting requires customizable reports for stakeholders (e.g., regulators, board). | |
Automated Reconciliation Tools for automated reconciliation of financial data |
No information available | |
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 |
Explicitly described as browser-based/cloud solution. | |
On-Premises Option Availability of on-premises deployment |
No information available | |
API Extensibility Comprehensive API framework for system extensions and integrations |
No information available | |
Processing Speed Speed of processing standard ALM calculations |
No information available | |
Scalability Ability to scale with growing data volumes and complexity |
Browser-based delivery is inherently scalable for multi-client/multi-user environments as described. | |
Core Banking System Integration Seamless integration with core banking systems |
The product is described as integrating with core bank data to provide real-time ALM analysis. | |
Data Warehouse Integration Integration with enterprise data warehouses |
No information available | |
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 |
No information available | |
High Availability System uptime guarantee |
No information available | |
Multi-Entity Support Support for multiple legal entities within a single installation |
No information available |
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