Awards
 |
 |
Asset & Liability Management
Meet regulatory requirements and build a stronger, more consistent risk management framework with our integrated asset and liability management solution.
Treasury, risk and finance managers are facing more pressure than ever to ensure their organisation has a robust and comprehensive balance sheet risk management framework in place. This is being driven by a number of factors including:
- Increased regulation and the need for more comprehensive reporting
- The availability of more complex products within banking portfolios, exhibiting more and more intrinsic risk and embedded options
- Greater dependency on client behaviour modelling, interest rate scenarios and dynamic simulations which have become obligatory tools within financial risk strategy
Effectively Monitor, Analyze and Report Your Asset and Liability Risk
The built-in simulation capabilities help ALM professionals define efficient risk-return trade-offs. The system is used to monitor risk and performance and is increasingly used in controlling and budgeting activities. Calculations are performed over the whole or any part of the balance sheet structure, based on current or simulated data.
Facilitate Your 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.
Improve Your Risk Management Reporting
Fermat ALM provides comprehensive regulatory reports with a complete audit trail. As our reports are customisable you can easily add new variables to these reports, modify displayed values and save them for further use.
Robust Dynamic Modelling
Our solution provides a state-of-the-art dynamic simulation engine which automatically generates forecasted balance sheets to reach target budgets, taking into account new business, existing business and run offs. It can also be used to run budget scenarios in a changing market environment.
