ALM FIT™
Asset Liability Management | Interest Rate Risk Management
PCBB’s ALM FIT and our expert advisors provide a comprehensive, instrument-level solution that simplifies and optimizes risk modeling, liquidity stress, exposure modeling, and identification decision points to incorporate best practices while meeting regulatory expectations.
Key Benefits:
- Robust liquidity stress feature to support funding decisions and contingency planning
- Flexibility to incorporate your core data
- Seamlessly integrate with our stress testing, CECL, ALLL and profitability solutions
- Expert assistance to support you beyond the asset liability model
You and the PCBB folks do a wonderful job across all of your services/products! I have worked with PCBB on Stress Testing, ALM, and ALLL, I find your products, support, and staff to be second to none!
Comprehensive Analysis
Measures & Results
Interest Rate- Earnings NII & NI
- Economic Value
- GAP
- Source and use of funds
- Primary and secondary positions
- Pro forma post stress results
- Coverage and capacity ratios
Shock & Scenarios
Interest Rate- Immediate and ramped shocks
- Curved twists
- Static and what-if scenarios
- Unfunded commitments
- Nonaccrual
- Wholesale and uninsured deposits
- Secondary sources of liquidity
Assumptions & Reporting
Beta Prepay and Decay- Calculated based on your history
- Stress testing of key assumptions
- Back-tested
- Assumptions fully documented
- Report narrative
- Visual and tabular results
- Multi-tier: board & auditor
Robust Liquidity Risk Management
Do you need just liquidity stress testing and not the entire comprehensive ALM solution? We can quickly stress test your primary and secondary liquidity sources and monitor contingency funding policy compliance.
Discover more about our Liquidity FIT solution.