Asset & Liability Management

Monitor balance sheet risks and define more efficient risk-return tradeoffs with our integrated asset and liability management solution.

Treasury and risk managers and ALCO members are facing more pressure than ever to ensure their organization has a robust and comprehensive balance sheet risk management framework in place. Recent financial turmoil has placed greater emphasis on liquidity management with tighter regulations and reporting requirements. Common data and indicators used by asset and liability managers need to be quickly shared with Risk departments for sophisticated client behavior modeling and balance-sheet amortizing assumptions. At the same time, asset and liability managers need to focus on Interest Rate Risk management with increasing demand for more dynamic simulations.

Consolidate Risk Data

Accurate and consistent data consolidation is critical to achieving sound asset and liability management. At the core of Fermat ALM is the Fermat Data Mart—a robust data warehouse enabling multi-user and multi-geographical site connection to a single platform, streamlining simulation and reporting techniques across all legal entities and business units. Its comprehensive data-handling capabilities offer financial institutions a cost-effective, integrated solution that helps improve data quality.

Monitor Risks and Improve Performance

Fermat ALM offers robust and flexible scenario analytics allowing you to monitor interest-rate risk covering client behaviour modeling, new business and stochastic scenarios. The robust stress testing engine allows you to manage your liquidity by calculating the liquidity gap. You can also calculate FTP to improve performance.

Deliver Comprehensive Risk Management Reports

Fermat ALM manages all of your management reporting needs by delivering fully-customized reports including gap reports, cashflow reports, funds transfer pricing reports, balance sheet and income statements, EaR, VaR and EVE reports and many more. ALM managers can quickly and easily add new variables to these reports, modify displayed values and save them for future use. Our award-winning Regulatory Reporting Tool (Fermat RRT) allows you to leverage our regulatory reporting expertise to meet local liquidity and balance sheet regulations.

Facilitate Regulatory Compliance

We provide over 100 financial institutions with ALM and Basel II solutions. Fermat ALM offers natural compliance with Basel II—Pillar II requirements as defined by national and local banking supervisors.

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