bancware, sungard, here,
BancWare Focus ALM delivers both Static and Dynamic Asset Liability Management. Our Static ALM module enables organizations to measure interest rate risk inherent in the balance sheet using the economic value perspective – enabling you to quantify the market value changes of assets, liabilities, and economic value of capital resulting from interest and exchange rate movements – all in an intuitive user interface.
Static ALM delivers:
• Repricing Balance Sheet/Gap Analysis
• Cash Flow Balance Sheet
• Market Value Balance Sheet (Present Values) • Value Effect: Delta and Duration Report
• Key Rate Duration Profile
• Static Profitability Analysis: Yield Report
• Parametric Value at Risk
• Effective Yields
• Hedge Simulation
• Interest Rate Risk Reports for Regulators
• Complete Drill-Down Functionality
• Flexible Reporting Engine
Leading financial institutions understand that simply using a static value effect approach to managing risk is only part of the picture. To make better decisions, you need better analysis.
Dynamic ALM gives you the power to fully quantify potential impacts of interest rate and exchange rate fluctuations on future earnings and cash flow streams.
The balance sheet is extrapolated over a future time horizon based on detailed assumptions and relationships in the area of market rates, customer behavior (e.g. new business, prepay- ment), and the institution’s business strategy (e.g. margins, refinancing strategy, etc.).
For any future time period, BancWare Focus ALM provides you with the scenario dependent evolution of various results, including interest income/expense, balance, market values, sensitivities, cash-flows, gap profiles, etc.
Simulation results are also used to define more accurate earnings projections for budgeting purposes.
The sophisticated analytics provide you with the tools you need today to evaluate the impact of changing business strategy, market rates and customer behavior. You can measure precise earnings effects, manage liquidity risk, and capture the impact of embedded options.