ALM

RiskGuard* ALM Module offers a set of tools for Asset and Liability Management:

  • Portfolio structure breakdown
    • Currency structure
    • Maturity structure
  • Cash flow projections and maturity structure
    • Cash flows related to assets, liabilities and off-balance sheet items
    • Details of on-balance sheet cash flows (“drill down”)
    • User-defined maturity buckets
    • Term structure by currency
    • Term structure for total cash flows, and separated by principals and interests
  • Analysis of net interest income
  • Net Asset Value
  • Economic value
  • Exchange-rate sensitivity analysis
  • Interest-rate sensitivity analysis
  • Liquidity gap analysis