ALM

An Asset and Liability Management system designed to identify and quantify key areas of risk in your financial institution.

WALM OVERVIEW

The Whistlebrook Asset and Liability Management system (WALM) is a flexible and comprehensive solution for the assessment of different types of risk arising from an institution’s portfolio of assets and liabilities.

WALM not only provides a view of the current level of different types of risk in an institution’s portfolio; it provides the means to assess how levels of risk change under simulated stress scenarios either individually or in combination. It also offers deeper analysis into the factors that could contribute to specific types of risk.

The extensive range of output from WALM facilitates the development of adequate risk management strategies for your business.

WALM CHALLENGES

Risk managers in financial institutions are faced with a number of challenges:

  • How can the current levels of risk inherent in the business be measured?
  • If certain stresses were placed on the business, what effect would these have?
  • Can warning signs be identified that would lead to specific types of stress which might leave the business vulnerable?
  • How can a business assess the efficacy of its risk management strategies?
BUSINESS BENEFITS

In addressing the above challenges, WALM features the following capabilities:

  • A comprehensive suite of reports for the assessment of a wide range of risks in the business:
    • Interest Rate Risk Reports – Earnings at Risk and Economic Value of Equity
    • Capital and Limits Risk Report
    • Daily Cash Flow Forecast Report
    • Regulatory Report
    • KPI Report
    • Gap Report (Maturity & Repricing)
    • Margin Risk Report
    • Basis Risk Report
    • Counterparty Credit Risk Report
    • Market Risk Report
  • Support for comprehensive stress testing including:
    • Interest rate stresses
    • LTV changes
    • Counterparty credit rating changes
    • Retail outflow stresses
    • Balances at risk stresses
    • Counterparty failures
    • Liquidity stresses
  • Deeper analysis
    • Business as usual
    • Reporting for future dates
    • Reverse stress testing
SUMMARY

In keeping with our other products that collectively form the Financial Product Portfolio, WALM has been designed for financial institutions from the outset and has benefitted from our close relationships with the financial services sector. WALM is very much a traditional Whistlebrook product in that it is easy to use despite the substantial complexity of its processing and its generated output is clean and accurate.