Asset Liability Management
Visual Risk™ has developed a comprehensive system for risk managers in financial institutions, government bodies and finance companies.
It is a powerful tool for projecting, measuring and reporting the interest rate risk associated with your balance sheet. It actively quantifies market risk sensitivities and allows you to dynamically analyse and stress-test existing portfolios and potential hedging strategies.
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Prudent risk management
- Clearly identifies interest rate mismatches using Gap analysis.
- Conducts sensitivity analysis under differing interest rate scenarios and flexible yield curve movements.
- Assists in meeting prudential reporting requirements.
- Delivers easy-to-read, graphical reports for optimal Board / ALCO reporting.
Advanced analytics
- Reports interest rate risk using various measures including duration, present value per basis point (PVBP) & weighted average maturity.
- Calculates Value-at-Risk (VaR) with multiple confidence intervals.
- Determines Net Interest Income-at-Risk (NIIR) using powerful Monte Carlo simulation techniques.
Powerful balance sheet and interest income forecasting
- Generates forecast balances including product growth & repayment assumptions.
- Projects net interest income & margin for complex asset liability portfolios under differing interest rate scenarios.
- Automatically applies an investment or funding rate to surplus or deficit funds.
Flexible product behaviour assumptions
- Models the re-investment and re-financing behaviour of maturing assets & liabilities.
- Incorporates early termination and differing prepayment profiles.
- Analyses potential changes in product mix and loan book size.
- Easily calculates product-by-product breakdowns.
Effective data integration
- Interfaces to your core banking system.
- Aggregates data to product group level for easy upload.
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