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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.

Gain powerful tools for balance sheet management

  • 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 enterprise-wide ALM and improve financial performance

  • 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.

Leverage enterprise-wide analytics to deliver effective ALM and liquidity risk management

    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.

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