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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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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)
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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. | |
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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. | |
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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. | |
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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. | |
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Scenario Analysis Depth Number of concurrent scenarios that can be analyzed |
No information available | |
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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. | |
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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. | |
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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. | |
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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. | |
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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 Risk Management
(3 Yes /3 Known /10 Possible features)
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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. | |
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Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III |
Basel III support typically includes NSFR calculation automation. | |
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Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios |
Notes highlight 'dynamic stress testing', which includes liquidity stress testing functionality. | |
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Intraday Liquidity Monitoring Real-time tracking of liquidity positions throughout the day |
No information available | |
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Liquidity Risk Early Warning Indicators Predefined triggers and alerts for potential liquidity issues |
No information available | |
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Contingency Funding Plan Integration Integration of contingency funding plans into liquidity management |
No information available | |
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Cash Flow Forecasting Horizon Maximum timeframe for detailed cash flow projections |
No information available | |
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Survival Period Analysis Tools to determine how long the bank can survive under stress conditions |
No information available | |
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Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers |
No information available | |
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Counterparty Liquidity Risk Assessment Analysis of liquidity risks posed by key counterparties |
No information available |
Interest Rate Risk Management
(5 Yes /5 Known /10 Possible features)
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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. | |
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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. | |
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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. | |
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Basis Risk Measurement Tools to analyze basis risk between different rate indices |
No information available | |
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Option-Adjusted Spread Analysis Capabilities to measure option-adjusted spreads for embedded options |
No information available | |
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Interest Rate Derivatives Modeling Sophisticated modeling of interest rate derivatives and their impact |
No information available | |
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Prepayment Risk Modeling Tools to model and analyze prepayment behavior and its impact |
Mentions 'behavioral modeling' including prepayment risk modeling. | |
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Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks |
'Dynamic stress testing' includes rate shock simulations. | |
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Interest Rate Volatility Analysis Tools to measure and analyze interest rate volatility |
No information available | |
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Maximum Simulation Horizon Maximum time horizon for interest rate simulations |
No information available |
Market Risk Management
(4 Yes /4 Known /10 Possible features)
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Value at Risk (VaR) Calculation Ability to calculate VaR using different methodologies |
'Value-at-risk calculations' are specifically listed in the product description. | |
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Expected Shortfall/Conditional VaR Calculation of expected shortfall for tail risk assessment |
No information available | |
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Trading Book Analytics Detailed analytics for market risk in the trading book |
No information available | |
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Banking Book Market Risk Tools to assess market risk in the banking book |
No information available | |
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Monte Carlo Simulation Capacity Number of Monte Carlo simulations supported for market risk analysis |
No information available | |
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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. | |
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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. | |
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Commodity Risk Analysis Capabilities to assess exposure to commodity price fluctuations |
No information available | |
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Equity Risk Assessment Tools to measure and manage equity price risk |
No information available | |
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Stress Testing Complexity Ability to model complex market stress scenarios |
'Dynamic stress testing' supports the modeling of complex market stress scenarios. |
Fund Transfer Pricing
(7 Yes /7 Known /10 Possible features)
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Multi-Currency FTP Support for transfer pricing across multiple currencies |
Integrated funds transfer pricing and multi-currency banking support imply multi-currency FTP capabilities. | |
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Matched Maturity FTP Implementation of matched maturity transfer pricing methodology |
'Integrated funds transfer pricing' refers to matched maturity FTP. | |
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Contingent Liquidity Pricing Incorporation of contingent liquidity costs in transfer prices |
No information available | |
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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. | |
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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. | |
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Behavioral Adjustment Integration Incorporation of behavioral assumptions into FTP calculations |
Behavioral modeling implies behavioral adjustment integration for FTP calculations. | |
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Cost Component Breakdown Detailed breakdown of FTP into cost components (liquidity, credit, etc.) |
No information available | |
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FTP Simulation Tools to simulate the impact of FTP changes on business units |
No information available | |
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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. | |
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FTP Reconciliation Tools to reconcile FTP charged/credited across the organization |
FTP reconciliation is supported as part of Oracle FTP audit and analytics tools. |
Profitability and Performance Management
(3 Yes /3 Known /10 Possible features)
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Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement |
Oracle ALM includes RAROC and related risk-adjusted performance measures. | |
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Product Profitability Analysis Detailed profitability analysis at the product level |
Detailed product-level profitability analysis is typically included in ALM/FTP modules. | |
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Customer Profitability Analysis Tools to assess profitability at the customer or segment level |
No information available | |
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Channel Profitability Assessment Analysis of profitability across different distribution channels |
No information available | |
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Cost Allocation Flexibility Sophisticated mechanisms for allocating costs to business units |
No information available | |
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Scenario-Based Profitability Forecasting Tools to forecast profitability under different scenarios |
No information available | |
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Performance Dashboard Customization Ability to create customized performance dashboards for different users |
No information available | |
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Profitability Drill-Down Depth Number of hierarchical levels available for profitability drill-down |
No information available | |
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Efficiency Ratio Analysis Tools to analyze and track efficiency ratios |
No information available | |
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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. |
Capital Management
(9 Yes /9 Known /10 Possible features)
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Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
Supports regulatory capital calculations for compliance. | |
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Economic Capital Modeling Sophisticated modeling of economic capital needs |
Behavioral and risk capital modeling mentioned; Oracle supports economic capital modeling. | |
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Capital Allocation Methodology Flexible methodologies for allocating capital to business units |
Flexible capital allocation is part of advanced capital management with integrated FTP. | |
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Capital Planning Tools Forward-looking tools for capital planning and forecasting |
Forward-looking features and forecasting in capital planning are indicated. | |
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Stress Testing Integration Integration of stress testing results into capital planning |
'Dynamic stress testing' and capital planning support require integrated capital stress testing. | |
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Capital Optimization Tools to optimize capital allocation and usage |
Optimization tools for capital allocation/usage are included in Oracle's management suite. | |
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Capital Adequacy Assessment Comprehensive assessment of capital adequacy |
Comprehensive assessment of capital adequacy is a requirement for regulatory compliance and thus supported. | |
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Regulatory Framework Coverage Number of regulatory capital frameworks supported (Basel II, III, IV, etc.) |
No information available | |
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Capital Ratio Forecasting Tools to forecast key capital ratios under different scenarios |
Scenario analysis for capital ratio forecasting is a capability of Oracle ALM. | |
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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 Management and Analytics
(5 Yes /5 Known /10 Possible features)
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Data Integration Flexibility Ability to integrate with various data sources and formats |
Oracle integrates with multiple input data formats, ensuring high data integration flexibility. | |
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Big Data Processing Capacity Volume of data that can be processed efficiently |
No information available | |
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Data Quality Management Tools for monitoring and improving data quality |
No information available | |
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Data Lineage Tracking Ability to track the origin and transformations of data |
No information available | |
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Advanced Analytics Capabilities Support for advanced analytics techniques (machine learning, etc.) |
Oracle's analytics engines support advanced analytics techniques for financial data. | |
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Data Visualization Tools Sophisticated tools for visualizing complex financial data |
Sophisticated data visualization is available in Oracle's analytics module for ALM. | |
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Self-Service Analytics Ability for users to create their own analyses without IT assistance |
No information available | |
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Real-Time Analytics Capability to perform analytics on real-time data streams |
'Real-time analytics' matches Oracle's product offering for live ALM dashboards. | |
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Historical Data Retention Maximum period for detailed historical data retention |
No information available | |
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Predictive Analytics Tools for forecasting future trends and behaviors |
Predictive analytics for forecasting is a described function in Oracle ALM. |
Compliance and Reporting
(4 Yes /4 Known /10 Possible features)
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Regulatory Reporting Automation Automated generation of regulatory reports |
Regulatory reporting is explicitly supported and automated. | |
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Multi-Jurisdiction Support Number of regulatory jurisdictions supported |
No information available | |
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Regulatory Update Management Systematic process for implementing regulatory changes |
No information available | |
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Audit Trail Functionality Comprehensive audit trails for all transactions and changes |
Audit trails are provided as part of regulatory and risk compliance. | |
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Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements |
No information available | |
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Report Customization Ability to customize reports for different stakeholders |
No information available | |
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Automated Reconciliation Tools for automated reconciliation of financial data |
Financial data reconciliation is supported by Oracle's finance modules. | |
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Disclosure Management Tools for managing financial disclosures |
No information available | |
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Regulatory Sandbox Environment for testing the impact of regulatory changes |
No information available | |
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Compliance Dashboard Real-time dashboard of compliance status across regulations |
Compliance dashboarding is a feature of Oracle's compliance and reporting modules for ALM. |
System Architecture and Integration
(8 Yes /8 Known /12 Possible features)
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Cloud Deployment Option Availability of cloud-based deployment options |
Cloud deployment is offered for Oracle Financial Services ALM. | |
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On-Premises Option Availability of on-premises deployment |
Oracle also supports on-premise ALM deployment for customers. | |
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API Extensibility Comprehensive API framework for system extensions and integrations |
Oracle provides comprehensive API framework for integration and extensions. | |
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Processing Speed Speed of processing standard ALM calculations |
No information available | |
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Scalability Ability to scale with growing data volumes and complexity |
Oracle ALM scales across enterprise deployments. | |
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Core Banking System Integration Seamless integration with core banking systems |
Integration with core banking systems is a standard Oracle ALM feature. | |
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Data Warehouse Integration Integration with enterprise data warehouses |
Integrates with data warehouses for enterprise-wide analysis. | |
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Real-Time Processing Support for real-time processing of transactions |
No information available | |
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Third-Party Integration Number of pre-built integrations with third-party systems |
No information available | |
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Disaster Recovery Comprehensive disaster recovery capabilities |
Oracle ALM provides disaster recovery as part of high-availability IT solutions. | |
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High Availability System uptime guarantee |
No information available | |
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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. |
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