Asset Liability Management

FNBB delivers the power of the FIS Balance Sheet Manager system for Asset Liability Management (ALM) to provide complete multi-dimensional analysis of the balance sheet, incorporating interest rate risk, income simulation and market valuation using deterministic modeling.

Features and Benefits

• A flexible, scalable component-based architecture and an object-oriented modeling environment.
• Extensive modeling capabilities and adaptability in defining business assumptions.
• Full integration with Microsoft® Excel to provide detailed and effective reporting.
• Risk is measured from both accounting and economic perspectives to determine possible effects on net interest income, net income, and economic value of equity under a variety of interest rate environments.
• Cash flows, earnings, re-investments and present values are projected as they would develop over time based on user-definable assumptions including customer-specific behavior, the bank’s business strategy, and the market environment.
• “What if” scenarios can be produced including deposit run-off and the effect to liquidity, loan prepayment rate sensitivity, and non-maturity deposit beta and decay rate sensitivity.
• Historical data is stored to allow for various trend analyses.