rt360 Asset Liability Management

Manage financial risks and maximize profitability

Manage assets, liabilities, investments and accelerate decisions with rt360 ALM

Asset Liability Management is an rt360 product that monitors and reports liquidity and interest rate risks. It helps organizations manage their assets, liabilities, and investment portfolios using business rules for parameter definition and ratio analysis. It enables liquidity risk mitigation through efficient liquidity management and offers early identification of intraday liquidity gaps to meet potential stress situations. It also aids in accelerated decision-making through the end-to-end automation of data aggregation, reporting, and superior visualization through dashboards. Automated, institution-specific stress testing for short and long-term and market-wide scenarios enables banks to maintain adequate liquidity and capital under stress conditions.

Key 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

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)

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

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

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

Brochure

rt360 Asset Liability Management

Adopt a holistic approach using a robust ALM framework to protect earnings and capital while reducing complexity and ensuring compliance

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