Moody's Analytics Integrated Balance Sheet Management Solutions
Moody’s Analytics offers banks an integrated platform for Asset Liability Management (ALM), Interest Rate in the Banking Book (IRRBB), trading, liquidity, Funds Transfer Pricing (FTP), Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), Value at Risk (VaR), forecasting and capital planning, as well as business and regulatory reporting.

All presented with a single engine and sophisticated analytics, ensuring consistency, holistic view of risk and enabling banks to make strategic business decisions. 
Explore RiskConfidence™ for ALM and beyond
Explore RiskConfidence™ for ALM and beyond

The RiskConfidence solution answers a demand for a strategic balance sheet management tool and allows banks to manage enterprise-wide ALM and improve financial performance. 

Out-of-the-box credit models in RiskConfidence™
Out-of-the-box credit models in RiskConfidence™

Credit models and economic scenarios that allow to produce credit-adjusted ALM analytics.

Embedded Economic Scenarios: Three scenario narratives with selected Economic Index Forecasts: Moody’s Baseline, Severe Downside and Stagflation scenario

Multi-factor proprietary Moody's Analytics Models: PP, PD and LGD Models that include: Borrower characteristics,  Loan characteristics and Macroeconomic data.

Your route to better decision making is streamlined
Understand your balance sheet risk profile

Understand contractual terms, behavioral characteristics and profitability components:

  • Cash Flow/Liquidity
  • IRR Sensitivity
  • Valuation
  • FTP/Profitability
  • Risk Profile 
 
Access the change to your risk profile for a range of scenarios

Leverage IRR and macroeconomic scenarios to understand future risk and opportunities:

  • Stable Balance Sheet
  • Business growth
  • Behaviors
  • Budget
  • Macroeconomic

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
  • Optimize

Strategic platform for strategic business decisions

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.

Use the Flexibility of the Cloud


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 fits your business needs, 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.

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.

 
Welcome to our community
Welcome to our community
Watch this video to hear Olivier Brucker:

  • Give an update on our Balance Sheet Management solutions
  • Cover the benefits brought by the recent acquisition of ZM Financial Systems
  • Talk about our Cloud roadmap
  • Highlight the importance of best-practice sharing community

Thought leadership

A place for community co-education and sharing
  • Whitepaper: Removing the ‘Barrier’ of Valuation in Bank Resolutions

    An international push to make bank resolutions viable is putting economic valuations of bank balance sheets front and center. Now, regulators are getting specific about what they expect from banks and the repercussions if they fail to do so. This whitepaper discusses the challenges and gives guidance on best-practice methodologies to resolve them.

  • Whitepaper: Liquidity Risk: Time to Automate and Integrate.

    The current environment presents banks with an excellent opportunity to get off the compliance treadmill. This whitepaper discusses how, in pursuit of this objective and to reduce overhead costs, we believe that banks must integrate the management of liquidity and interest rate risks under ALM. And move toward true risk-adjusted pricing by implementing the technology platforms that support such solutions.

  • Article: Supporting IBOR transition

    Supporting IBOR Transition: Alternative Reference Rate Capabilities in Moody’s Analytics RiskConfidence™ Software

  • Webinar: Where is my Yield Curve? Forecasting Post IBOR Transition

    IBOR transition is happening at different speeds in different jurisdictions. In some, the impact on ALM, interest rate risk, FTP and balance sheet forecasting are coming into focus, now that frontline risks are largely understood. In this session a panel of experts discuss how they are tackling these important subjects, what challenges they’ve faced and what lessons they would pass to those further behind in the transition.

Webinar: Negative Interest Rates and the impact on ALM
Webinar: Negative Interest Rates and the impact on ALM

Asset and liability management (ALM) managers have been modelling interest rate floors for several years, but do we really know what will happen to savings if a negative rate were applied?  Watch this UK Finance and Moody's Analytics webinar to take a closer look at the negative interest rates scenario and to discuss what ALM managers should understand the about the planned customer pricing and the likely impact on customer behaviour. 

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