Asset-Liability Management

 

rt360 Asset-Liability Management

‘rt360-ALM’ helps to address the risk faced by a bank due to a mismatch between assets and liabilities either due to liquidity or changes in the interest rates.

Meet The Experts

Asset Liability Management is a product to monitor and report liquidity and Interest rate risks. It helps manage assets, liabilities and investment portfolio mix using business rules for parameter definition and ratio analysis.

Features

 

Time buckets for measurement of liquidity risk

 

Residual maturity pattern for measurement of liquidity gaps. Cash flow accounting for measurement of interim cash flows

 

Intraday liquidity management through BIS metrics and monitoring tools

 

Liquidity risk management through Stock Ratios that includes Liquid Coverage Ratio, Net-Stable Funding Ratio, Balance Sheet Ratios and Funding Concentration

 

Interest Rate Risk in the Banking Book (IRRBB) measurement to ensure compliance to BIS standards

 

Business rules-based scenario/what-if-analysis to facilitate business assumptions such as growth, stress testing and more

 

Interactive Dashboard with Multi-level drill- down capability on data points and suitability to provide granular insights that drive the right action

 

Behavioural studies for non-maturing items like current and saving deposits, pre-mature withdrawal/renewal pattern, etc

 

Impact analysis through Measurement of Earnings at Risk (EAR) and Measurement of Economic Value of Equity (EVE)

Benefits

 

Liquidity risk mitigation both in the short-term and long-term. Early identification of intraday liquidity gaps

 

Strategically address or hedge interest rate risk by measuring the impact of interest rate fluctuation on the Bank’s P&L (NII) and Equity (EVE)

 

Improved regulatory compliance by adhering to Basel guidelines and automated regulatory reporting

 

Automated stress testing for short and long-term, institution-specific, and market-wide scenarios, enabling the bank to maintain adequate Liquidity and Capital under stress conditions

Brochures

rt360 Early Warning System

Identify credit risks proactively leveraging end-to-end predictive analytics

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rt360 Enterprise Risk Management

As technology and new business models evolve, you need to cope with risks arising from multiple facets of banking operations.

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rt360 Model Risk Management

Global regulators in recent times have paid an increasing attention to managing risks arising from extensive use of models in decision making.

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rt360 Asset Liability Management

Growing regulatory mandates by the Bank of International Settlements’ (BIS) demand automated systems for robust asset-liability management.

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rt360 RAROC Calculator

As you focus on credit growth for your bank, capital allocation and pricing is critical to maximizing profitability and driving sustainable growth

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rt360 Expected Credit Loss

With the introduction of the global International Financial Reporting Standards-9 (IFRS 9) and its equivalent Indian Accounting Standards (IND AS) 109, financial institutions are adopting scientific methods for computing credit losses.

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rt360 is a risk management product suite to manage the entire risk portfolio of banks and financial institutions that includes credit risk, capital allocation, pricing risk, liquidity risk, model risk and operational risk.

rt360 is designed by bankers, risk practitioners and technology specialists with a Business First, Technology Next approach, empowering banks and financial institutions to focus on their credit growth and profitability while managing their risks. The product is fully designed and made in India to address the complexities of the financial sector globally. The suite comprises of five distinct products to manage each of the risk portfolio.