Asset Liability Management
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A comprehensive analysis platform which provides Risk Evaluation & Analytics, A/L Management and
Performance Measurement with Pricing & Decision Support
Key
Product Feature
A robust “What if” Engine
that enables the creation and evaluation
of multiple assumptions and scenarios
Comprehensive set of Reports - interest
rate risk including IRE and liquidity
risk reports are augmented with sophisticated
scenario analysis tools with Drill Down
to Transaction Level
Supports Attribution Analysis, VAR,
FTP & Market Set
Time bucketing of the assets and liabilities
Generate Current & Future balance
sheets with Multi Level Reports
Dynamic Analysis through interest rate
sensitivity analysis enables the impact
of portfolio change
Open Architecture – Easy to integrate
with other systems
Multi-entity & multi-business line capability
enables slice & dice of risk numbers by various
segments Centralized Implementation covering
4 Legal Vehicles
" Smoothest Modernization of a 15 year + legacy
application in No. 1 bank in GCC "
(G10.08)
Product Coverage:
Foreign Exchange
Money Markets
Fixed Income
Derivatives
Loans
Mortgages
Bullet and Re pricing Deals
