MORS Asset Liability Manager
Maximise Net Interest Income within given constraints
Dynamic ALM and Balance Sheet Management System for Banks
MORS Asset Liability Manager enables treasurers and ALM managers to make optimal interest rate risk management decisions in all market conditions. The system provides both static and dynamic models for analysing of IRR and margins from the total Balance Sheet level to detailed cash-flow and transaction level with continuous oversight of profitability.
The impact of different assumptions related to Balance Sheet, Interest Rates and Margin changes can be monitored and stress-tested in the system, including Net Interest Income (NII), Net Interest Margin (NIM) and Interest Rate Risk in Banking Book (IRRBB).
The state of the art functionality of MORS Asset Liability Manager enables dynamic simulation of customer behaviour and growth of the balance sheet items combined with the simulation of changes in interest rates.
- Interest rate risk (IRR) management, including:
- Gap Risk, Repricing Risk, Yield Curve Risk, Basis Risk and Option Risk
- Net Interest Income (NII) and Net Interest Margin (NIM):
- Analysis, Forecasting and Stress-testing
- Managing Interest Rate Risk in the Banking Book (IRRBB):
- All risk components can be expressed as Economic Value of Equity (EVE) and Earnings at Risk (EaR) numbers
- Capital and financial planning
- Dynamic Balance Sheet planning
- Behavioral Scenarios and Stress Testing powered by In-memory analytics
- Effective day to day operational IRR management
- Maximise NII and minimise risks
- Comply with IRRBB regulation with optimised B/S
- Efficient and transparent long-term financial planning
- Internal and external stress testing readiness
INCLUDING SYSTEM-WIDE FUNCTIONALITIES
REAL-TIME: Analysis, calculations, forecasting and simulation.
DRILL-DOWN: Full drill-down to cash-flow and transaction level.
AUTOMATED DATA GATHERING: Gathering, reconciling and updating source data automatically.
FLEXIBLE REPORTING: Calculations and data can be sorted on any sublevel, such as legal entity, currency, business unit, portfolio.
EARLY WARNING INDICATORS with alerts, warnings and limits on different risk components