ALM a Trisigma Analytica solution
Liquidity gaps, interest-rate and currency risk, net interest income and scenario analysis of the balance sheet.
ALM: asset and liability management
The solution shows how the structure of assets and liabilities affects liquidity, interest income and capital. Treasury and risk management see gaps by maturity and currency, measure sensitivity to rates and test the balance sheet against scenarios.
What the solution covers
Liquidity gaps
Assets and liabilities by maturity and currency, on a contractual basis and adjusted for customer behaviour.
Interest-rate risk
Gap analysis and the sensitivity of net interest income and the value of equity to rate changes.
Currency position
Open positions in each currency, limits and the effect of exchange-rate moves on the result.
Behavioural assumptions
Loan prepayments, rollovers and the stability of demand deposits, estimated from history.
Scenarios and stress tests
Rate shifts, deposit outflows and exchange-rate moves: the effect on liquidity, income and ratios.
Committee reporting
A regular reporting pack for the asset and liability committee, plus liquidity ratios.
- Bank treasuries
- Asset and liability committees
- Risk management functions
- Chief financial officers
- Liquidity gaps are visible in advance, not after the fact.
- The committee receives the same reporting pack every period.
- The effect of a rate change on income is known before the decision is taken.
- ALM figures and regulatory returns agree.
Related solutions
Balance Sheet Management
Balance sheet planning, funds transfer pricing and net interest margin forecasting.
details →Risk and Capital Management
Credit, market and operational risk in one view, capital allocation and limits.
details →Financial and Regulatory Reporting
Automated management, financial and regulatory reporting from a single data source.
details →Common questions
How does work start?
With a free 30-minute call with a solution architect. We go through the problem and suggest where to start. If it needs a closer look, we propose a 2–4 week diagnostic.
Which countries do you work in?
Our office is in Bishkek. We work with companies across Central Asia, on site and remotely.
What language are documentation and training in?
Russian and English. Methodology, manuals and reports are written in the language that suits your team, auditors and shareholders.
Do you sign an NDA?
Yes, before you share any data or documents with us.