Moody's Analytics Balance Sheet Management Solutions

Moody’s Analytics helps financial institutions of all sizes make complex market and liquidity risk decisions with confidence. Powered by Moody’s proprietary data and models, our Balance Sheet Management Solutions work together with our credit tools for earnings, value, and capital to provide you with a consistent view of risk.

Helping you to meet your evolving risk management and strategic planning needs
Your route to better decisions is streamlined
Power your data processes and provide personalized assumptions

Obtain institution specific assumptions for modeling such as interest rate risk, liquidity, credit and capital stress testing, using historical analysis:

  • Gain a clear picture of behavioral trends related to institution-specific historic prepay, decay, Lines of Credit (LOC) utilization, and loss rates
  • Utilize institution-specific results for ALM, allowance and other type of projections
  • Define your own depth (periods/periodicity) and breadth (attributes)
Access the change to your risk profile for a range of scenarios

Leverage user-defined rate and Moody's Analytics macroeconomic scenarios to understand future risk and opportunities:

  • Stable Balance Sheet
  • Business growth
  • Macroeconomic factors
  • Rate stress test
  • Assumptions stress test 
  • Liquidity stress test
  • Budgets and forecasts
Make better informed decisions

Rely on a platform and underlying assumptions that can support complex decision-making process:

  • Buy/Sell
  • Impact analysis
  • Mortgage servicing
  • Hedging strategies
  • Optimization

Combining our expertise with the flexibility of the cloud for ease of deployment and use

Our SaaS solution offering combines our expertise with the benefits and flexibility of the cloud. Choosing SaaS, you outsource the hosting, managing, and maintenance of the solution. That means that your solution comes with a state-of-art business intelligence, is always up-to-date, and is scalable, flexible, and secure. With seamless upgrades, reduced total cost of ownership, ability scale up for a certain period of time, and greater cost predictability, the subscription model is ideal for businesses looking to adapt to growing demands without revisiting their entire solution setup every time.

We also offer you the flexibility of other deployment options. Be that on premise, hosted or SaaS option, we can make sure the solution fits your exact business needs.

An easy to implement solution for the end-to-end ALM process coverage

Make the most of Data and Analytics

Our solution brings you a breadth of historic data, analytics, scenarios and models giving you the tools to understand and accurately manage your entire balance sheet.

  • Historic data and trends lets you analyze your own historical tendencies, such as loan pre-payments and core deposit trends.
  • Macroeconomic scenario forecasts help you with business planning, CECL/IFRS9, stress testing and risk management.
  • Interest Rate and Credit risk analytics handle a wide range of financial instruments and scenarios to expand your balance sheet capabilities.
  • Models enable scenario- specific growth assumptions.
Streamline with Interoperability

Our solution provides a platform that integrates with impairment, forecasting and planning to offer capabilities beyond core ALM.

Exchange, interpret and use data cohesively to create powerful business insights.

Upgrade Your Reporting

Meet the latest regulatory reporting requirements and more. Numerous standard reports are available in Excel and PDF format for new business, prepayment/decay, economic value metrics, future/forward valuation and gap analytics, duration, CECL and IRR compliance. Reporting and analytical screens help you to see the application and intermediate steps of the modeling, allowing you to trace the path of your data from input to the impact on your results.

FTP calculation at the transaction level for all positions in your balance sheet
FTP calculation at the transaction level for all positions in your balance sheet

Eliminate duplicate data loads, inconsistent assumptions and complex setups using our FTP solution. You can build on the platform already being used for ALM to simulate traditional financial statements and reports under a wider variety of planning, shocked and stressed scenarios.

  • Utilize the existing data  to calculate transfer rate and income/expense
  • Immediately export results for profitability analysis
  • Aggregate positions while retaining the original underlying positions to conduct scenario analysis and compare transfer rates using different methodologies and assumptions
Calculate all component and full Liquidity Coverage Ratio (LCR) with one system
Calculate all component and full Liquidity Coverage Ratio (LCR) with one system

Meet enhanced supervisory standards related to the measuring specific limits with our liquidity tools. Supporting up to daily liquidity forecasting at the category level, users can target increases/decreases in volume, forecast new business or reinvest a proportion of runoff principal per category.

  • Create different "states of the world", such as a Base, Mild, Moderate and Severe scenarios
  • Model multiple forecasting scenarios in the same processing run
  • Define alternate reporting periods other than by month, i.e., daily, weekly, quarterly, etc.
Moody's Analytics named Category Leader in Chartis ALM Technology Systems 2021 Report
Moody's Analytics named Category Leader in Chartis ALM Technology Systems 2021 Report

Our ALM solution, named category leader in the report, allows banks across the globe to manage their enterprise-level ALM and liquidity risk, as well as supporting a broad range of regulatory and business needs.

Go beyond ALM
Integrate seamlessly to simplify your processes and to address the traditional ALM and beyond (forecasting, planning, CECL and IFRS 9). Integrate those software components needed to fulfil your individual requirements and save on your upfront technology and modeling investments.
Stress Testing and Capital Planning

Moody's Analytics Capital Risk Analyzer combines economic, credit, and accounting know-how to help organizations evaluate strategic decisions based on financial and regulatory metrics for capital planning and stress testing (DFAST, EBA).


Enhancement and automation of your CECL or IFRS9 process can be achieved by combining two award-winning Moody’s Analytics CECL/IFRS9 and ALM solutions. Our highly interactive and user-friendly CECL/IFRS9 solution helps you address the operational complexities of this evolving accounting standard. And you can simplify your allowance analysis by centralizing and reconciling data from multiple sources, integrating with Moody’s Analytics industry-leading macroeconomic scenarios and clients' own credit risk and allowances models.

Whitepapers and articles
Liquidity Analysis: What Should You Be Measuring?
Forecasting the potential impacts on liquidity, deposits and earnings in the current environment of economic and geopolitical uncertainty and likely interest rate rises.
New York
Do Funds Transfer Pricing Methodologies Still Work with Excess Deposits?
This whitepaper discusses three possible ways to address glut deposits with Funds Transfer Pricing (FTP) strategies.
Video: Envisioning Integrated Balance Sheet Management
Video: Envisioning Integrated Balance Sheet Management

In this video Jerry Clark, Director, Moody's Analytics explores the evolution of market risk management, liquidity stress testing, capital stress testing and credit risk management and how these all come together to help institutions make better, more informed decisions for their integrated balance sheet.

Want to learn more about our Balance Sheet Management and ALM solutions?
Tell us a little more about your organization and request a demo of our solution today.

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