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Asset Liability (AL) Manager

You no doubt have been paying attention to the regulatory issuances and exam profiles that are placing a stronger emphasis on the bank’s internal interest rate risk management system. The system’s ability to accurately identify, monitor, and report the level of risk in the bank’s balance sheet, while targeting the bank’s earnings and equity value fluctuations, will be highly scrutinized. The level of sophistication in a bank’s internal measurement system can vary, however; the goal is to assess if the bank is accurately identifying the level of exposure to interest rate risk in the balance sheet.

The MBS AL Manager will help you manage risk accurately, and increase profitability. With our powerful AL Manager, you can be assured of an efficient model that provides you with the decision support tools to help you with the simplest of interest rate risk measurement assumptions to the more advanced analytics of duration and equity-at-risk testing. With the AL Manager, you’ll have the tools to satisfy regulators, right in your own bank, with your live data—anytime and accurately.

Available Reports

Directors Summary
Summary Gap report
Detailed AL Manager report
Detailed Duration report

Account Risk report
Risk-Based Capital report
What-if Analysis report
Model Assumptions report

Economic/FMV Summary report
Value report
Customizable Rate Shocks
30-day Repricing report

Effectively manage your bank’s interest rate risk

  • What-if testing; complete user security
  • Ability to download securities data from out-source vendor
  • Sequel based modern OS compliant
  • Supports multi-year horizons
  • Customer support and training
  • Full disclosure of all model assumptions
  • Fair market value reports for complying with FAS 107
  • Risk-based capital calculations; multi-user application
  • Income and cash flow simulations with stress tests in seven user defined rate scenarios (earnings-at-risk)
  • Behavioral assumptions testing and reporting (prepayment, aging assumptions, interest rate lags, call
    likelihood) under varying interest rate scenarios
  • Present value equity calculations with stress tests in seven user defined rate scenarios (equity-at-risk)
  • Accurate contractual constrictions based upon the constraints of each account due to rate ceilings, floors,
    and change parameters using the actual amortization schedules of each financial item

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