Foreign Exchange - Interest Rates - Commodities

ASSET-LIABILITY MANAGEMENT

Visual Risk™ has developed a comprehensive Asset-Liability module for risk managers in credit unions, building societies and leasing companies. It is a powerful tool for projecting, measuring and reporting the interest rate risk associated with your balance sheet.

Powerful Balance Sheet and Interest Income Forecasting Generates forecast balances including growth assumptions Projects net interest income and margin for complex asset-liability portfolios under differing interest rate scenarios Automatically applies a funding rate to surplus or deficit funds Incorporates fee income to give a complete view of loan-related revenue
Flexible Product Behaviour Assumptions Models the re-investment and re-financing behaviour of maturing assets and liabilities Analyses potential changes in product mix and loan book size Easily calculates product-by-product breakdowns
Prudent Risk Management Clearly identifies and manages interest rate and maturity mismatches using Gap analysis Conducts sensitivity analysis under differing interest rate scenarios and parallel yield curve shifts Assists in meeting prudential reporting requirements
Advanced Risk Analytics Reports interest rate risk using various measures including duration, present value per basis point and weighted average maturity Calculates Value-at-Risk (VaR) based on simulations using historical data Determines Net Interest Income-at-Risk (NIIR) using powerful Monte Carlo simulation techniques
Integrated Treasury Solution Interfaces to your core banking system and rapidly imports large amounts of data Aggregates individual account data to product group level and incorporates assumptions about product behaviour Produces all reports in an easy-to-read visual format tailored for Board and ALCO reporting