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RiskConfidence ALM system offers integrated enterprise asset and liability management (ALM), funds transfer pricing (FTP), liquidity risk management, and business and regulatory reporting. This is all presented in a single unified platform, with a common data source and a single engine strategy.
- Organize and classify financial instruments on a balance sheet into a tree-like structure, to build behavior and forecasting definitions, using the chart of accounts (COA) structure.
- Set up and manage a rule-based strategy for specific balance sheet items with parameter deal mapping (PDM).
- Apply transformation logic to interest rate curves, macroeconomic indices, foreign exchange rates, and volatility matrices to use in scenarios.
- Model client behavior such as loan prepayments, loan commitments, and term deposit early redemption with the variables that influence them.
- Manage liquidity risk and calculate key liquidity risk measurements, such as the liquidity gap, to create advanced liquidity funding strategies.
- Define multi-factor behavior models that allow users to leverage their understanding of client behavior and embedded options.
- Compute net interest income and simulate net interest income across multiple scenarios.
- Manage funds transfer pricing (FTP) using a powerful matched-maturity capability that measures business unit performance.
- Perform advanced deposit modeling, including cash flow modeling of non-maturing deposits where balances and deposit rates change and interest payments take place at different times.
To remain competitive, banks must improve risk measurement and management to better align risk and capital. Use RiskConfidence to create a holistic and granular view of your assets and liabilities, and to help make fully informed commercial decisions.
Moody's Analytics offers a powerful combination ALM solution that integrates enterprise ALM, FTP, business management, and regulatory compliance.
Moody's Analytics Basel solution delivers comprehensive, automated, and streamlined regulatory capital compliance and reporting for Basel I, II, and III.
Moody’s Analytics offers a modular, flexible, and comprehensive IFRS 9 impairment solution that facilitates banks’ efforts to calculate and manage capital set asides for these provisions.
Moody's Analytics offers a liquidity compliance solution to help banks address the complex liquidity compliance requirements under Basel III.
Moody’s Analytics offers automated, streamlined, and integrated regulatory capital calculation and reporting solutions for a wide range of banking regulations.
Moody's Analytics regulatory reporting solution delivers comprehensive, automated, and streamlined regulatory reporting.