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
liquidity risk
graphical and tolerance analyses, cost to close, short-term dynamics, and Basel III ratios.
interest rate
sensitivity, tolerance, duration, market value, and comparative analyses.
forex risk
impact analysis, multi-currency and translation risk reports.
scenario generation & analysis
including rollover prepayment, forwards, contingency planning, and Monte Carlo simulation.
Behavioral Analysis
of maturity and non-maturity products
financial analytics
on key ratios, trends and comparisons, as well as regulatory and custom reports
Alco support
such as report distribution, meeting organization, and documentation.
BALM HELPS BANKS TO
Simplify definition of even the most complex products
Evaluate the potential impact of changes on the balance sheet and overall business operations
Improve the quality and efficiency of reporting
Scale to enterprise ALM requirements
Enhance efficiency through integration with vendor and proprietary transaction processing systems
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
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 its loan portfolio of USD 13.96 billion and deposit …
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