Volatile global markets, proliferation of new financial products and changing regulatory environments have made Asset Liability Management (ALM) a critical function for the banks and financial institutions today. It is therefore becoming increasingly important to define, measure, monitor and manage an institution's exposure to Foreign Exchange, Interest Rate and Liquidity Risk on a coordinated and consistent basis.
The ALM solution offers a dynamic process of planning, organising and controlling of Assets & Liabilities – their volumes, mixes, maturities, yields and costs in order to maintain liquidity and Net Interest Income (NII). Further it covers value and exposure analysis for all types of methods (fair value, nominal, NPV, observed value, amortised cost, various discounting methods etc), duration, key rate duration, sensitivity measures, various types of gap analysis, price and volatility shift, and VaR (parametric, historical simulation, Monte Carlo).
With FRS Global’s ALM Solution from aurionPro you have: