Asset Liability Consulting
- • 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
Asset Liability Modeling and Consulting
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
Sign up to get First Business Bank Reports, Articles, Event Invites & More
Subscribe