Moody’s Analytics offers a powerful combination Asset and Liability Management (ALM) Solution that integrates enterprise ALM, liquidity risk management, funds transfer pricing, and regulatory reporting capabilities into a seamless enterprise platform.
Moody’s Analytics ALM Solution delivers comprehensive asset and liability management, encompassing interest rate risk management, liquidity risk management, funds transfer pricing (FTP), multi-factor behaviour modelling, and balance sheet management capabilities.
Our ALM solution includes capabilities that reduce the complexity of managing the most sophisticated requirements. The chart of account structure captures, organizes, and classifies all financial instruments on the balance sheet, in a tree-like structure, for ease of management.
It provides the foundation for defining behaviour models and forecasts. The multi-factor behaviour model allows banks to model client behaviour accurately, including loan prepayment, loan commitments, term deposit early redemption, and non-maturing deposits. It also provides deep insight into both ALM and balance sheet to support management decision making.