overview

Volatile global markets, changing regulations, and an ever-increasing number of financial products are necessitating a laser like focus on controlling liquidity and interest rate risks. In this environment, banks must manage all risks effectively, model customer behavior and strategy, and simulate a wide range of other economic variables.

Surya offers a Bank Asset and Liability Management (BALM) solution that enables banks to effectively measure and manage liquidity risk, interest rate risk and forex risk. Through a comprehensive set of analytical tools and reports, BALM performs multi-dimensional balance sheet analysis producing trends and forecasting ratios, and stress tests to optimize decision making.

features at a glance

  • risk_icon
    liquidity risk

    graphical and tolerance analyses, cost to close, short-term dynamics, and Basel III ratios.

  • interst_rate
    interest rate

    sensitivity, tolerance, duration, market value, and comparative analyses.

  • forex
    forex risk

    impact analysis, multi-currency and translation risk reports.

  • scenerio
    scenario generation & analysis

    including rollover prepayment, forwards, contingency planning, and Monte Carlo simulation.

  • one_view_2
    Behavioral Analysis

    of maturity and non-maturity products

  • financial
    financial analytics

    on key ratios, trends and comparisons, as well as regulatory and custom reports

  • alco
    Alco support

    such as report distribution, meeting organization, and documentation.

BALM HELPS BANKS TO

  • bank_1

    Simplify definition of even the most complex products

  • bank_4

    Evaluate the potential impact of changes on the balance sheet and overall business operations

  • bank_2

    Improve the quality and efficiency of reporting

  • bank_3

    Scale to enterprise ALM requirements

  • bank_5

    Enhance efficiency through integration with vendor and proprietary transaction processing systems

  • control_help_3

    Generate Basel III Liquidity risk consisting liquidity coverage ratio, net stable funding ratio, leverage ratios and liquidity stress tests

CASE STUDIES

Implementation of BALM at Doha Bank

October 8, 2015

Incorporated in 1978, Doha Bank is one of the largest commercial banks in the State of Qatar.  Doha Bank serves individuals, corporate and institutional clients across Qatar and internationally. The Bank has total asset of USD 20.36 billion with it…

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WHAT PEOPLE SAY

I have been working with Surya Software for 15 years. There were several projects for various companies as different as Street lighting control systems or Watch Retail. The capacity of Surya to understand properly the issues related to specific businesses, to answer quickly to complex proposals, and to deliver on time appropriate developments, have given satisfactory and confidence to the end-users vis-à-vis Surya.
Regarding the maintenance of the implemented systems, Surya fulfills its engagements with great professionalism.
Nevertheless, all the above mentioned performances could not have happened without settling tight relationship between Surya’s teams and the customer’s ones.
This is the key of success that Surya is aware of.

Henri MABILLE CIO, Louis Pion

Surya-soft’s BALM software provides Axis Bank with a Bank-wide asset liability management system capable of handling granular ALM data for both its domestic as well as overseas operations on a daily basis as well as consolidate liquidity positions using BALM consolidator. It offers the Bank an enhanced platform to meet its liquidity and interest rate risk monitoring and analytics requirements in addition to meeting regulatory and internal reporting needs.

Pravat Dash SVP & Head (Market Risk), Axis Bank