Provides robust tools for managing interest rate risk, liquidity, and operational risks with a strong focus on compliance and forecasting capabilities.
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 provides gap analysis for managing interest rate risk as described in its focus on interest rate risk management. | |
Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio |
Strong focus on forecasting and managing interest rate risk implies inclusion of duration analysis. | |
Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities |
Described as providing robust maturity and liquidity risk tools, so maturity ladder generation is highly likely. | |
Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions |
Noted for strong forecasting capabilities, indicating balance sheet forecasting is provided. | |
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 |
Product is described as providing 'what-if' scenario projections in interest rate and liquidity risk. | |
Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data |
Stated focus on compliance suggests presence of regulatory reporting automation. | |
Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items |
Sophisticated ALM systems such as this typically provide customization; implied by robust tools for operational risks. | |
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 |
Trending and historical analytics implied by references to risk forecasting and analysis. |
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 |
Product covers liquidity stress and scenario testing for liquidity risk. | |
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 |
Predefined triggers/alerts and early warning are commonly present in compliance-focused ALM products. | |
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 |
Stress survival tools are a standard for robust risk and scenario management in ALM suites. | |
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 |
Product includes simulation of net interest income under different interest rate scenarios. | |
Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value |
Robust impact analysis of interest rate changes suggests EVE analysis tools are included. | |
Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations |
Yield curve risk and scenario analysis is a core function for ALM and is strongly implied. | |
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 |
No information available | |
Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks |
Robust scenario and shock analysis tools are highlighted in product focus on risk management. | |
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 |
RiskMetrics Group originated as a VaR calculation provider; this core capability can be assumed. | |
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 |
Integration with multiple data sources and market data is standard for RiskMetrics risk management products. | |
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 |
Emphasis on scenario and stress/what-if capabilities indicates complex market stress modeling. |
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 |
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 |
Performance measurement and RAROC calculation are standard in ALM products aimed at profitability management. | |
Product Profitability Analysis Detailed profitability analysis at the product level |
No information available | |
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 |
Noted capability for forecasting and scenario-driven profitability supports this feature. | |
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 |
ROA/ROE and other KPIs are standard for products described as providing 'performance measurement' in banking ALM. |
Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
Explicit strong compliance and regulatory focus implies automated capital calculations. | |
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 |
Forward-looking capital planning and forecasting are stated product strengths. | |
Stress Testing Integration Integration of stress testing results into capital planning |
Stress testing integration is implied by the stress and scenario analysis core to product. | |
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 |
Scenario-based capital ratio forecasting is within the described forecasting focus. | |
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 |
Robust data integration and analytics implied by comprehensive ALM solutions; data flexibility is expected. | |
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 |
Monitoring and improving data quality is a standard for ALM products with compliance strength. | |
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 |
Ability to visualize forecasted and scenario data is highlighted in ALM tools. | |
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 |
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 |
Predictive analytics is central to forecasting features as described. |
Regulatory Reporting Automation Automated generation of regulatory reports |
Compliance and regulatory functionality described in both ALM and regulatory contexts, including report automation. | |
Multi-Jurisdiction Support Number of regulatory jurisdictions supported |
No information available | |
Regulatory Update Management Systematic process for implementing regulatory changes |
Product highlights keeping up with regulatory changes as a key feature. | |
Audit Trail Functionality Comprehensive audit trails for all transactions and changes |
Comprehensive audit and compliance monitoring are required for regulatory functionality in ALM. | |
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 |
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 |
Modern enterprise ALM systems offer both cloud and on-prem deployment. | |
On-Premises Option Availability of on-premises deployment |
Vendor is established with multiple deployment options and is well-suited to on-premises enterprise clients. | |
API Extensibility Comprehensive API framework for system extensions and integrations |
Comprehensive API support is a standard for integration in modern financial risk products. | |
Processing Speed Speed of processing standard ALM calculations |
No information available | |
Scalability Ability to scale with growing data volumes and complexity |
ALM system described as scalable for large financial institutions. | |
Core Banking System Integration Seamless integration with core banking systems |
Integration with core banking and data solutions is a norm for this segment. | |
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 |
ALM systems with compliance mandate cover disaster recovery/BCP. | |
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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