The importance of “What if” scenario analysis in Asset Liability Management (ALM)

At MORS Software, we are strong promoters of “what if” scenario analysis within Asset Liability Management (ALM). Given the unprecedented market conditions, analysis of historical data alone is unlikely to produce the best estimates and forecasts for banks on their key ratios.

Whether a bank is forecasting their Liquidity Coverage Ratio (LCR), or projecting their Net Interest Income (NII), we believe it is important for ALM practitioners to have systems in place that allow for fast and easily configurable “what if” scenarios. Given the pace of the markets, configuring and calculating a new scenario must be quick and easy, to provide relevant, timely and actionable information.

Are there some “what if” scenarios we can help you with? MORS Software is ready to help.

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