Case Study
Asset & liabilities management solutionQALM is a comprehensive balance sheet risk management solution that encompasses interest rate risk and liquidity risk, among many other functionalities
IN BRIEF
KEY INFORMATION
PERFORMANCE
Optimized calculation engine and computational speed for real-time risk management
FLEXIBILITY
Fully customizable features and no specific input data format
INTUITIVE DESIGN
Maximum ease of use
and configuration
Challenges
- Deliver key information for interest rate risk, from both economic and earnings perspectives, liquidity & currency risks
- Fulfil all the reporting needs for interest rate and liquidity risks, both regulatory, and for management
- Assist users to understand the relative impact of changes, balance sheet composition, and model parameterisation
Solution
- Adaptable ETL design
- Flexible design of the ALM system, allowing full customization and fast updates
- Multi-entity, multi-scenario and multi-dimensional projections of the balance sheet
Gains
- Fastest ALM engine, able to do real-time analysis for risk management. Example: IRRBB analysis for 250K contracts and 6 scenarios in 48 seconds.
- Adaptable to any input data format & no need for complex changes of version
- Fully customizable models, behavioral assumptions and reports, and immediate adaptation to new regulatory requirements
Testimonial
“Before QALM, any input data error will translate in day-long delays in reporting, now we can correct it in real time.”