Polypaths, ALM, here.
Asset Liability Management
PolyPaths Asset Liability Management (ALM) integrates accounting and income simulation with market value economics and risk. It brings the analytics for the PolyPaths Trading & Risk Management solution to the strategic challenges of managing a balance sheet, with an emphasis on modeling, transparency, flexibility, and productivity. By bridging the gap between portfolio economics and accounting, ALM revolutionizes the calculation and reporting of assets and liabilities to improve risk measurement and decision making.
ALM puts income simulation in the hands of the decisions makers – across the corporation, in a division or unit, or at an individual level. Business users can change any element – accounting, products, funding, hedging, balance sheet targets, cash management, risk targets – and see the results in just minutes. It is being used across teams for portfolio management, risk management, earnings management, financial planning/budgeting, regulatory stress testing, counterparty exposure, and model validation.