Verasis Asset Liability Management

Technical information

For financial institutions, Asset and Liability Management (ALM) is the practice of managing the mismatches between assets and liabilities to manage and potentially minimise risk.

The Verasis Risk ALM module provides you with a framework to define, measure, monitor, stress and manage liquidity and interest rate risk.

So now your business can benefit from the ability to:

  • Consolidate the asset and liabilities from multiple environments into a single consistent and transparent system
  • Model and profile retail / corporate book
  • Define and perform stress and shock scenario testing across both market and business assumption
  • Drill deep to identify both the source of exposures and unexpected behaviour / impacts
  • Monitor ALM intra-day

The Verasis ALM module is the solution to these and many other applications. It is an intuitive and flexible suite of tools that enables:

  • Interfacing with Treasury and Banking systems to consolidate the management of Interest Rate Risk (IRR) and GAPs
  • Retail / Corporate book modelling and profiling to emulate contractual cash flow profiles of books and portfolios
  • Full Gapping and Net Interest Rate analysis with full identification changes between the current and previous analysis run
  • Interest rate sensitivity (Rho – Interest Rate Delta) analysis for second order risk analysis
  • Full drill down to underlying cash flows and valuations