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Advanced Asset Liability Management (ALM) provides effective tools for measuring, monitoring, and managing Interest Rate Risk (IRR). Choose our comprehensive modeling solution or we’ll consult using your existing model or provider.

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asset liability consulting

Asset Liability Consulting

  • •Review of in-house or outsourced model output
    •Review of all processes, policies, and governance
    •Analyze investment portfolio
    •Develop and implement strategies
    •Client and Board education
    •Attend quarterly ALM meetings
    •Review of assumptions
    •Provide custom reporting and analysis
asset liability modeling

Asset Liability Modeling and Consulting

Our full outsourced ALM Modeling and Consulting service provides everything listed above and:

•Comprehensive modeling solution created by ZM Financial1
•Instrument level processing for all loans, securities, deposits, and borrowings
•Static and Dynamic IRR analysis over a 5-year horizon
•Economic Value of Equity
•Maturity GAP
•Parallel and ramped interest rate scenarios
•Client controlled assumptions
•OAS Models used to predict likelihood of exercise of embedded options
•Peer decay rate analysis
•Annual stress testing
•Non-parallel rate scenarios
•Liquidity and capital analysis
•Rolling quarterly and annual back testing
•SSAE 16 provided

1 Provided by SABER: Stifel Analytics Bank Earnings Report

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