Contextual ALM 20
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Winner in Liquidity Risk
& ALM solutions category at RiskTech100 Awards 2019
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Webinar
Contextual ALM –
The changing landscape of balance sheet management in banks
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Industry
Overview
The global financial environment remains an ultra-low interest rate environment, with a high probability that the interest rates might remain low for a prolonged period, due to extreme distress and ensuing economic fallout from the global COVID-19 developments.
Financial institutions should have the processes that identify, measure, monitor and as a result, control their funding and liquidity risk.
While institutions have data within their establishments, the liquidity-specific data from both the internal and external sources including – current and forecasted cash flows; availability and cost of funds; valuation of liquid, and non-cash assets and liabilities – are not always readily available.
ALM practices and operating models are challenged by a new world of expensive, intrusive and data-intensive regulatory regimes, moving towards greater data enablement and analytical sophistication.
Quotes
Analyst Speak
Intellect’s OneTREASURY solution covers a range of compliance requirements, offering sophisticated behavior modeling and risk sensitivity measures. The solution emerged from the Citi development environment, and its wide coverage and robust data aggregation capabilities reflect not only its firm institutional roots, but also Intellect’s strong focus on developing comprehensive, integrated liquidity risk management offerings.
Ben Sumner, Senior Editor of Chartis
Celent
Rated as ‘High level business focused functionality’ vendor in ‘Next Gen ALM & Balance Sheet Management. ’
About
C.ALM
Integrated view of the balance sheet across all risks to help optimise risk versus return profile
C.ALM 20 helps banks manage their balance sheet risks far more efficiently due to the combination of:
- Coherent Data Fabric which allows seamless data aggregation
- Dynamic configuration of balance sheet risk algorithms
- Extensive analytics
Intellect’s Coherent Data Fabric, a low-coding platform, can aggregate data seamlessly from multiple systems simplifying a bank’s interaction with external and internal entities.
Six Balance Sheet Risk Algorithms Providing Integrated Risk Impact
Behavioural Qualifications
(Pre-Payment, Non-Maturity Liabilities)
Capital Adequacy
Enough Capital to absorb losses in Tier 1 Capital / Total Assets
01
Leverage
Ratio of Assets to Equity
02
Funding
Right mix of Liabilities/Liquid Assets, FTP
03
Liquidity Risk
Gap Analysis
04
Interest Rate Risk
Interest Rate Risk Sensitivity & EVE
05
Market Risk
Market Risk on Trading Book
06
Stress Test (Sensitivity and Scenario-based)
Analyse the impact of changes in the balance sheet values, as well as, examine the impact of strategic decisions with an extensive balance sheet risk analytics module that covers:
- Market Risk
- Interest Rate Risk & Stress Test
- Liquidity Risk & Stress Test
- Capital Adequacy
- Fund Transfer Pricing
- Basel III Liquidity Monitoring
- Balance Sheet Simulations
It has a configurable ratio builder which allows users to create the most important monitoring ratios from the balance sheet. In addition to the standard set of ratios stipulated by various regulators, there is also a flexible ratio builder that helps determine if there are any strains on the assets of the bank or if it is over-leveraged. The solution is aimed at providing insights and deep analysis of the balance sheet, along with effective liquidity management, risk monitoring and business planning.
It covers the Trading Book and the Banking Book:
360-degree view of Balance Sheet
Forecasts and manages potential liquidity gaps at various tenors
Helps monitor and manage liquidity risks
Helps monitor and manage interest rate risks with detailed NII/NIM analysis
Concentration risk and limits monitoring
Assesses impact of volatility in market changes through Scenario Analysis
Stress tests the balance sheet to compute Economic Value of Equity
Facilitates regulatory compliance through Liquidity Monitoring Tools
C.ALM
Key Differentiators
Contextual analysis of balance sheet risks and performance forecasting to make critical business decisions
Process
How it works
Integrated view of the balance sheet across all risks to help optimise risk versus return profile
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Our Clients
Want to know more?
Reach out to us and explore how C.ALM manages risks associated with a multifaceted banking ecosystem. All you need to do is click below and we will be happy to schedule an exclusive demo for your team and you.
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Want to know more?
Explore how C.ALM manages risks associated with a multifaceted banking ecosystem.
Please share your details and we will be happy to schedule an exclusive demo for your team and you.