Asset Liability Management

Our Asset Liability Management professionals use the latest financial technology to facilitate sophisticated dynamic modeling and financial statement simulation. To manage risk effectively, you need to look beyond the interest rate risk accounting perspective and incorporate all relevant risks.

Ambit ALM includes …

  • Flexible, scalable component-based architecture and object-oriented modeling environment
  • Unlimited modeling capabilities and unlimited business assumptions
  • Tight integration with Microsoft Excel gives you flexible and powerful reporting

This sophisticated and comprehensive service gives you …

  • Measured risk from both the accounting and economic perspectives, so you can see the possible effects to net interest income, net income, and market value of portfolio equity under a variety of interest rate environments.
  • Projected cash flows, earnings, reinvestment, and present values as they would develop over time based on assumptions you supply.  The process is repeated for other interest rate scenarios to measure differences.
  • Ambit has the ability to produce “What If” scenarios, including run off of deposits in a liquidity stress test, offering a new deposit product, opening a new branch, or sensitivity testing of behavior assumptions.
  • You’ll have the ability to produce a budget database utilizing detail level data, as well as variance reporting.
  • Historical data is stored to allow for various trend analyses to be performed.
  • You get assistance in providing reasonable new business assumptions.

This model program is independently certified by McGuire Performance Solutions (MPS), earning a grade equivalent to an “A.”