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Disclaimer - Terms and Conditions
Disclaimer - Terms and Conditions
Copyright © 2008 Riskflow (Pty) Ltd - All Rights Reserved
PRODUCTS - ALMAN
ALMAN in the ALM/Risk Department
Asset and liability management is aimed at finding the optimal mix of assets and liabilities given
The purpose of a software application for managing interest rate risk, exchange rate risk and liquidity risk, is therefore to assist the Risk department in protecting and enhancing the bank’s balance sheet by means of modelling / forward projecting of the cash flows and income within the given constrains, the bank’s views on future interest and exchange rate changes and the strategy of the bank as pertaining to the management of their rate sensitive assets and liabilities.
Strategic management of the balance sheet is aimed at achieving sustained growth, profitability and solvency. It involves an array of management activities and responsibilities, including the formulation of long-term strategic goals and objectives and the management of associated risks.
In compliance with Basel-II requirements, ALMAN offers stochastic as well as deterministic modelling, so that all models can be tested on a common platform, subject to identical tests on identical data.
Strategic management of the balance sheet is aimed at achieving sustained growth, profitability and solvency. It involves an array of management activities and responsibilities, including the formulation of long-term strategic goals and objectives and the management of associated risks.
In compliance with Basel-II requirements, ALMAN offers stochastic as well as deterministic modelling, so that all models can be tested on a common platform, subject to identical tests on identical data.
| • | the expected changes in interest rates |
| • | the expected changes in foreign exchange rates |
| • | liquidity constrains |
| • | capital adequacy |