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. 
Category Leader in Chartis ALM Technology Systems 2023 Report
alm chartis
Category Leader in Chartis ALM Technology Systems 2023 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.
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. 

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.

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.

Relevant resources

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.

Contact us for more information

Contact our team to get a personalized demonstration of our IBSM solution. A member of our relationship management team will follow up with you shortly.

If you require immediate assistance, please contact our Client Services desk.

Americas | +1.212.553.1653 | [email protected]

EMEA | +44.207.772.5454 | [email protected]

Asia Pacific | +852.3551.3077 | [email protected]

Japan | +81.3.5408.4100 | [email protected]

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