| Portfolio Monitoring Tools |
All the components and individual items of the balance sheet can be analyzed individually. Customized reports prepared for top management and for departments of the institution presents the outputs in various levels of detail.
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| Yield Curve Module |
Yield curve calculation and yield curve modeling is the core of our asset-liability management solution. We currently support for some interpolation methods (linear and cubic) and some well known yield curve models such as Nelson-Siegel , McCulloch and Echols-Elliot. |
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| Static Analysis |
FINECUS Asset Liability Module provides Cash-Flow analysis, Maturity analysis, DV01, Duration and Convexity, GAP Analysis, Market Value of Equity, Trend Analysis, Market and Strategic Scenarios. This diversified analysis helps the managers to fully understand the risk and return relationship of their balance-sheet.
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| Dynamic Analysis |
FINECUS Asset Liability Module provides Value at Risk, Earnings at Risk, Market Scenarios, Strategic and Rollover scenarios as well. In the short-run simulation Geometric Brownian Motion (GBM) and Cox-Ingersoll-Ross (CIR) and for the long-run simulations Vector Auto Regressive Model and Vector Error Correction Model (VECM) models are used. fALM incorporates different forecasting models for the long-run simulations which is very crucial for an accurate forecast modeling.
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| Funds Transfer Pricing (FTP) |
FINECUS Asset Liability Management solution also supports Funding Curve and Credit Yield Curve. The funding rates of different maturities are also generated by the module. Credit Yield rates can also be tracked for different credit types. |
| Scenario Analysis Module |
FINECUS Asset Liability Management solution aims to provide a quite flexible scenario creation and testing platform for the user. Users are able to evaluate the impact of runoff or entry to new segments, model changes in credit quality, manage and understand the effect of market changes and customer movements. It helps to stabilize margin and earnings volatility, forecast future earnings precisely ad to manage profitability. |
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