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MOODY'S ANALYTICS

Asset & Liability Management

Optimize balance sheet performance with integrated ALM solutions for interest rate risk, liquidity management, and funds transfer pricing.

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The Trisigma Advantage

Industry Leader + Regional Expertise

Moody's global models adapted for CIS market conditions.

Accelerated Deployment

Pre-configured templates reduce implementation time by 40%.

Single Point of Accountability

One partner for licensing, implementation, and ongoing support.

Balance Sheet Optimization

Comprehensive ALM solutions that help financial institutions optimize their balance sheet, manage interest rate risk, and ensure regulatory compliance across all market conditions.

Key Scenarios

  • Interest rate gap analysis and management
  • Liquidity coverage ratio (LCR) optimization
  • Net stable funding ratio (NSFR) compliance
  • Funds transfer pricing calibration

Risk Control Capabilities

Interest Rate Sensitivity Analysis
Duration Gap Management
Economic Value of Equity (EVE)
Net Interest Income Simulation

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Asset & Liability Management

Balance sheet optimization and interest rate risk.

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Credit Risk Modeling

PD, LGD, and EAD models for regional portfolios.

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Regulatory Reporting

Basel III/IV and central bank compliance.

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IFRS 9 & IFRS 17

ECL calculation and insurance contract measurement.

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Stress Testing

Scenario analysis and capital adequacy testing.

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Portfolio Analytics

Credit portfolio management and concentration risk.

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