Menu
MOODY'S ANALYTICS

Asset & Liability Management &
Balance Sheet Optimization

Drive precision in calculations and ensure operational resilience. Unite your data for IFRS standards, regulatory compliance, and strategic balance sheet management.

Discuss Project

Unified Financial Resource Management

Moody's and Trisigma help financial institutions integrate data across the enterprise to meet evolving IFRS standards and complex regulatory requirements with confidence.

Interest Rate Risk

Comprehensive measurement of IRRBB with advanced behavioral modeling and dynamic simulation capabilities.

Liquidity Management

Manage LCR, NSFR, and internal liquidity metrics with automated data flows and stress testing.

Funds Transfer Pricing

Accurate FTP calculation at the transaction level to determine true profitability and steer commercial strategy.

ALM & Balance Sheet Solutions

Balance Sheet Management

Optimize your balance sheet structure and ensure long-term sustainability with advanced simulation tools.

Explore Solution →

Capital Management

Manage regulatory and economic capital efficiently to support growth while maintaining compliance.

Explore Solution →

Portfolio Strategy

Develop and execute strategic management of your asset and liability portfolio to maximize returns.

Explore Solution →

Model Risk Governance

Ensure the accuracy and reliability of your ALM models with robust governance and validation frameworks.

Explore Solution →

Risk Intelligence

Advanced analytics and business intelligence to inform strategic decision-making and risk appetite.

Explore Solution →

Regulatory Alignment

Stay ahead of regulatory changes with solutions aligned to liquidity and interest rate risk standards.

Explore Solution →
STRATEGIC IMPACT

Optimizing Capital for Regional Growth

A leading CIS bank partnered with Trisigma to implement Moody's ALM solution. The goal was to reduce Net Interest Income (NII) volatility and optimize capital usage under new Basel III requirements.

"The precision of Moody's engines combined with Trisigma's implementation gave us full control over our economic capital."

Key Outcomes

15% Reduction in Economic Capital
100% Automated ALCO Reporting
2x Faster Stress Test Scenarios

Why Moody's & Trisigma?

We combine Moody's globally recognized, auditor-trusted calculation engines with Trisigma Analytica's deep local expertise. We deliver implementation, calibration, and support tailored to the specific needs of the CIS market.

  • Auditor-trusted calculation engines used by global tier-1 banks.
  • Local expertise in CIS regulatory nuances.
  • End-to-end support: from data integration to reporting.
  • Proven track record of successful IFRS and ALM implementations.
About Trisigma
Trisigma + MOODY'S

Global Standards. Local Excellence.

Optimize Your Balance Sheet

Transform your ALM processes with auditor-trusted solutions. Contact our experts today.

Discuss Your Needs