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.
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.
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.