ALM

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

PRODUCT 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 multiple types of risk in an institution’s portfolio; it also provides the means to assess how levels of risk change under simulated stress scenarios either individually or in combination.

BUSINESS BENEFITS
  • Measure current levels of risk inherent in the business
  • Assess the impact on the business of various stresses
  • Identify ‘warning signs’ that might indicate areas of vulnerability
  • Assess the effectiveness of risk management strategies
  • Reports automatically generated from the Integrated Whistlebrook Database (ALFI®)
PRODUCT FEATURES

A comprehensive suite of reports, that include:

  • Interest Rate Risk Reports – Earnings at Risk and Economic Value of Equity
  • Capital and Limits Risk Report
  • Daily Cash Flow Forecast Report
  • Gap Report (Maturity & Repricing)
  • Margin and Basis Risk Report

Counterparty Credit Risk Report Support for comprehensive stress testing including:

  • Interest rate stresses
  • LTV changes
  • Counterparty credit rating changes
  • Balances at risk stresses
  • Liquidity stresses
HOW OUR CUSTOMERS USE WALM®

Bringing consistency and control to an organisation’s Risk Management process, this product enables users to establish the current fiscal health of their organisation and to measure the impact of configurable stress tests across a wide range of external threats. Through integration with WFP®, the product also allows users to carry out the same analysis on their financial plans, informing strategic policy decisions.