All you need to manage your bank’s Interest Rate Risk

A/L Manager for Windows® is available to help you manage risk accurately and improve interest margins.  With our powerful new asset/liability model, you can be assured of an efficient method to provide you with important decision tools.  Interest rate risk measurement assumptions, advanced analytics of duration and equity-at-risk testing can be accomplished with ease.  All tests are performed with your live data, any day, anytime...accurately.

Features:
The following are just a few of the features you will receive with the A/L Manager for  Windows®. 

• Present value equity calculations with stress tests in seven rate scenarios – (Earnings-at-Risk).
• Income and cash flow simulations with stress tests in seven rate scenarios – (Earnings-at-Risk).
• Behavioral assumptions, testing and reporting (prepayment, aging assumptions, interest rate lags, call likelihood) under varying interest rate scenarios.
• Accurate contractual constrictions, based upon the constraints of each account, due to rate ceilings, floors, change parameters using the actual amortization schedules of each financial item.
• Full disclosure of all model assumptions
• Satisfy FDICIA 305 and FAS 107
• Fair market value reports for complying with FAS 107
• Optimal balance sheet calculations
• Risk-based capital calculations
• What-If testing
• Ability to download securities data from out-source vendor and perform swap analysis studies
• Windows® based
• Customer support and training by experienced professionals

Available Reports:
   - Directors Summary
   - Summary Gap Reports
   - Detailed A/L Reports
   - Detailed Duration Reports (Macauly and Chambers, including elasticity)
   - Summary Duration Strategy
   - Optimal Balance Sheet Report
   - Liquidity Report
   - Risk-Based Capital Report
   - What-if Analysis Report
   - Model Assumptions Report
   - FAS 107 Fair Value Report