ASSET LIABILITY MANAGEMENT (ALM)

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• Review of in-house or outsourced ALM model output to measure interest rate risk
• Review of all ALM processes, policies, and governance
• Analyze investment portfolio
• Develop and implement strategies
• Client and Board education
• Attend quarterly ALM meetings
• Review of assumptions
• Provide custom reporting and analysis

Our full outsourced ALM Modeling and Consulting service provides everything listed above and:

• Comprehensive modeling solution created by Plansmith¹
• Instrument level processing for all loans, securities, deposits, and borrowings
• Static and Dynamic IRR analysis over a 5-year horizon
• Economic Value of Equity
• Maturity GAP
• Parallel and ramped interest rate scenarios
• Client controlled assumptions
• OAS Models used to predict likelihood of exercise of embedded options
• Peer decay rate analysis
• Annual stress testing
• Non-parallel rate scenarios
• Liquidity and capital analysis
• Rolling quarterly and annual back testing
• SSAE 16 provided

_{1 Provided by Plansmith: Financial Compass}