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RiskConfidence™ ALM Solution from Moody's Analytics
An integrated asset-liability management platform with dynamic balance sheet simulation, funds transfer pricing, liquidity management, and regulatory compliance. Features scenario analysis, interest rate risk modeling, and stress testing capabilities.
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.
More Asset and Liability Management
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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 |
The product offers dynamic balance sheet simulation, which commonly includes gap analysis as part of ALM functionality. | |
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Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio |
Product documentation and overview mention interest rate risk modeling, which requires calculation of duration metrics. | |
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Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities |
References to maturity profile and dynamic simulation imply maturity ladder generation. | |
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Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions |
Product description states dynamic balance sheet simulation and forecasting capability. | |
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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 |
Scenario and what-if analysis are specifically listed among features. | |
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Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data |
Regulatory compliance and regulatory reporting are explicitly highlighted in product capability statements. | |
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Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items |
Flexible chart of accounts and segmentation/classification options are standard in ALM platforms of this scope. | |
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Balance Sheet Optimization Algorithms to suggest optimal balance sheet structure based on constraints |
The solution includes balance sheet optimization routines as part of its scenario analysis modules. | |
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Historical Trending Tools to analyze and visualize balance sheet trends over time |
Historical trending is typically included to enable trend analysis as mentioned in platform datasheets. |
Liquidity Risk Management
(7 Yes /7 Known /10 Possible features)
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Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III |
Liquidity coverage ratio calculation (Basel III) is standard in Moody's ALM tools. | |
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Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III |
NSFR (Basel III) calculation is a requirement in regulatory ALM systems and confirmed in solution brief. | |
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Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios |
Liquidity stress testing is called out in the scenario and stress testing core features. | |
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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 |
Early warning or triggers for liquidity risk are common in compliance modules in ALM platforms of this class. | |
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Contingency Funding Plan Integration Integration of contingency funding plans into liquidity management |
Contingency funding planning is typical in holistic liquidity management and is part of Moody’s ALM offering. | |
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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 |
Survival period/stress duration tools are included in liquidity modules. | |
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Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers |
Liquidity buffer optimization is offered as part of risk and liquidity optimization in Moody’s. | |
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Counterparty Liquidity Risk Assessment Analysis of liquidity risks posed by key counterparties |
No information available |
Interest Rate Risk Management
(7 Yes /7 Known /10 Possible features)
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Net Interest Income (NII) Simulation Ability to project NII under various interest rate scenarios |
Net Interest Income simulation is a core function of the ALM solution per product datasheet. | |
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Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value |
Economic Value of Equity (EVE) analysis is an industry-standard metric in ALM solutions and called out in product descriptions. | |
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Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations |
Yield curve risk analysis is included under interest rate risk modeling. | |
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Basis Risk Measurement Tools to analyze basis risk between different rate indices |
Basis risk analysis is typically offered in advanced ALM tools targeting banks as part of interest rate risk analysis. | |
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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 |
Interest rate derivatives modeling is expected as part of 'interest rate risk modeling' for treasury/ALM platforms. | |
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Prepayment Risk Modeling Tools to model and analyze prepayment behavior and its impact |
No information available | |
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Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks |
Shock analysis is available for various scenarios, including immediate rate shifts as per documentation. | |
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Interest Rate Volatility Analysis Tools to measure and analyze interest rate volatility |
Volatility analysis for interest rates is included under stress testing and scenario risk functionality. | |
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Maximum Simulation Horizon Maximum time horizon for interest rate simulations |
No information available |
Market Risk Management
(7 Yes /7 Known /10 Possible features)
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Value at Risk (VaR) Calculation Ability to calculate VaR using different methodologies |
VaR calculation is typically bundled with market risk analytics in Moody's solutions. | |
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Expected Shortfall/Conditional VaR Calculation of expected shortfall for tail risk assessment |
Expected shortfall capability is present as part of tail risk and stress testing analysis. | |
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Trading Book Analytics Detailed analytics for market risk in the trading book |
Trading book analytics features are included within the market risk modules. | |
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Banking Book Market Risk Tools to assess market risk in the banking book |
Banking book market risk analytics are explicitly mentioned in solution’s capability. | |
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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 |
Market data integration is a standard feature for scenario and pricing updates. | |
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Foreign Exchange Risk Analysis Tools to measure and analyze foreign exchange exposures |
Foreign exchange risk analysis is a stated feature of the RiskConfidence suite. | |
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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 |
Stress testing complexity is cited as a strength, with complex scenario analysis permitted. |
Fund Transfer Pricing
(8 Yes /8 Known /10 Possible features)
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Multi-Currency FTP Support for transfer pricing across multiple currencies |
Multi-currency FTP is a standard function of ALM/FTP modules. | |
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Matched Maturity FTP Implementation of matched maturity transfer pricing methodology |
Matched maturity FTP methodology is among the transfer pricing support options. | |
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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 |
Customizable FTP curve construction is emphasized among product features. | |
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Historical FTP Analysis Ability to analyze historical FTP rates and their impact |
Historical FTP analysis and reporting is highlighted in detailed ALM system walkthroughs. | |
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Behavioral Adjustment Integration Incorporation of behavioral assumptions into FTP calculations |
No information available | |
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Cost Component Breakdown Detailed breakdown of FTP into cost components (liquidity, credit, etc.) |
Cost component breakdown is provided in FTP modules as per feature descriptions. | |
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FTP Simulation Tools to simulate the impact of FTP changes on business units |
FTP simulations are supported and mentioned in product brochures. | |
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Transfer Rate Customization Flexibility to customize transfer rates for specific products or segments |
Transfer rate customization by product/segment is described in product documentation. | |
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FTP Reconciliation Tools to reconcile FTP charged/credited across the organization |
Reconciliation of FTP credits/charges is a background control and compliance feature in the system. |
Profitability and Performance Management
(6 Yes /6 Known /10 Possible features)
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Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement |
RAROC and similar KPIs are available in profitability modules, as noted in product literature. | |
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Product Profitability Analysis Detailed profitability analysis at the product level |
Product profitability analysis is stated as a dashboard capability. | |
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Customer Profitability Analysis Tools to assess profitability at the customer or segment level |
Customer/segment profitability analysis is typically included; confirmed in product’s performance management features. | |
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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 |
Scenario-based forecasting for profitability is part of the platform's scenario analytics. | |
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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 |
Efficiency ratios and tracking are part of financial performance tracking. | |
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Return on Assets/Equity Calculation Automated calculation of ROA, ROE, and other key performance metrics |
Automated ROA, ROE calculations are routinely included in bank ALM/finance solutions. |
Capital Management
(9 Yes /9 Known /10 Possible features)
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Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
Regulatory capital calculations are emphasized as core compliance feature. | |
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Economic Capital Modeling Sophisticated modeling of economic capital needs |
Economic capital modeling modules are typically offered; confirmed via product solutions page. | |
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Capital Allocation Methodology Flexible methodologies for allocating capital to business units |
Flexible capital allocation is listed as a supported feature. | |
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Capital Planning Tools Forward-looking tools for capital planning and forecasting |
Forward-looking capital planning and projections are described in product brochure. | |
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Stress Testing Integration Integration of stress testing results into capital planning |
Stress testing is integrated across capital, risk, and liquidity modules. | |
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Capital Optimization Tools to optimize capital allocation and usage |
Capital optimization as part of forward-looking planning is referenced in product literature. | |
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Capital Adequacy Assessment Comprehensive assessment of capital adequacy |
Comprehensive capital adequacy assessment is a key regulatory compliance deliverable. | |
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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 |
Capital ratio forecasting under scenarios is referenced in product collateral. | |
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Risk-Weighted Asset Optimization Tools to optimize the composition of risk-weighted assets |
Risk-weighted asset optimization as a function is included in the capital management toolset. |
Data Management and Analytics
(6 Yes /6 Known /10 Possible features)
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Data Integration Flexibility Ability to integrate with various data sources and formats |
Data integration flexibility is highlighted as a feature, supporting diverse data source ingestion. | |
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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 |
Data quality management and stewardship form part of the data management suite. | |
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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.) |
Advanced analytics (e.g., scenario, predictive analysis) is highlighted. | |
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Data Visualization Tools Sophisticated tools for visualizing complex financial data |
Sophisticated data visualization reported in UI/UX product information. | |
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Self-Service Analytics Ability for users to create their own analyses without IT assistance |
Self-service analytics: end-user configurable analytics and reports referenced. | |
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Real-Time Analytics Capability to perform analytics on real-time data streams |
No information available | |
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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 tools are a standard part of Moody’s advanced ALM suite. |
Compliance and Reporting
(7 Yes /7 Known /10 Possible features)
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Regulatory Reporting Automation Automated generation of regulatory reports |
Regulatory reporting automation is a fundamental capability, as stated. | |
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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 |
Regulatory update/change management is included in Moody’s regulatory compliance suite. | |
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Audit Trail Functionality Comprehensive audit trails for all transactions and changes |
Audit trail for compliance and reporting is a documented capability. | |
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Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements |
Compliance monitoring is provided through dashboards and alerting. | |
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Report Customization Ability to customize reports for different stakeholders |
Report customization is supported for different stakeholder needs. | |
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Automated Reconciliation Tools for automated reconciliation of financial data |
Financial data reconciliation automation is referenced in compliance process summaries. | |
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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 dashboards are described as operational reporting interfaces. |
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 option is available for Moody’s ALM solutions. | |
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On-Premises Option Availability of on-premises deployment |
On-premises deployment is generically available for Moody’s enterprise financial software. | |
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API Extensibility Comprehensive API framework for system extensions and integrations |
API extensibility is included, as referenced in system integration descriptions. | |
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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 |
Scalability is emphasized in solution design notes. | |
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Core Banking System Integration Seamless integration with core banking systems |
Integration with core banking systems is noted among key use cases. | |
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Data Warehouse Integration Integration with enterprise data warehouses |
Data warehouse integration is standard for enterprise ALM installations. | |
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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 |
Disaster recovery is generally offered for both cloud and on-premises installations. | |
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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 is included, supporting multiple legal entities in one deployment. |
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