Asset Liability
Management (ALM)

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ALM Advisory Services

We provide outsourced ALM analyses that measure and report interest rate, liquidity, and credit risk on a fully integrated basis, providing our clients with a best-in-class solution and powerful tools to manage their business.

OUTSOURCED ALM ADVISORY

We leverage our historical analyses of detailed cohorts for prepayment, default, and loss severity to apply assumptions prospectively, based on current and shocked markets. This yields a superior ALM service by measuring and reporting the critical risks a financial institution faces.
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NON-MATURITY DEPOSIT ANALYSIS

We provide non-maturity deposit analyses to help financial institutions develop appropriate assumptions for expected depositor behavior and future deposit rates to help mitigate interest rate and liquidity risks.

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ALM MODEL VALIDATION

We validate the industry’s primary ALM models by independently calculating model outputs using Moody’s Analytics ZM Desk solution. Our service is for clients seeking deeply thought-out insights and comparisons to industry best practices.
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LIQUIDITY STRESS TESTING

We provide liquidity stress testing to prepare our clients for managing their capital positions in adverse business environments
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We also offer balance sheet management services, including capital stress testing, concentration risk analysis, optimal loan pricing, and budgeting and balance sheet optimization in conjunction with our ALM engagements.

FEATURED

Best Practices in ALM [WW University PowerPoint]
The content includes using iterative ALM analysis to improve risk-based pricing by explicitly quantifying credit losses, and how product mix changes in loan and investment portfolios can affect balance sheet risks and return measured on an integrated basis.
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WHAT OUR CLIENTS SAY

“We’ve been a customer of Wilary Winn’s valuation services for numerous years. We view Wilary Winn as a partner that is responsive to our needs and presents us with […]”

– Julie Kim, Executive Vice President & Chief Financial Officer, Logix Federal Credit Union – Burbank, CA