services provided

market, liquidity and credit risk consulting solutions for banks


outsourced ALCO & Fair Value reporting

model validation & process review

Fair Value analytics

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ALM model review: the Good

Management and regulators of Sample Regional Bank were uncertain whether the bank had outgrown the capabilities of their ALM model. Using a more advanced ALM model, the Bank Risk Advisors used detailed data and assumptions to produce a full-blown market and liquidity risk model for the Bank. Our conclusion was that the Bank did not need to spend hundreds of thousands dollars upgrading their capabilities. In addition, we identified and prioritized areas that required improvement to remain with their current model, in addition to specifying additional steps to ensure the Bank could use to review the areas of concern.

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