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Asset Liability Management (ALM) 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.

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.

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.

Liquidity Stress TEsting

We provide liquidity stress testing to prepare our clients for managing their capital positions in adverse business environments

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.