market, liquidity & credit risk measurement and validation solutions for banks

 

ALCO & Fair Value reporting

basic

  • regulatory compliance scenarios
  • income, value, and liquidity metrics
  • static balance sheet
  • optional online access

standard

  • includes basic
  • non-parallel yield curve shifts
  • dynamic balance sheet analytics
  • quarterly Fair Value disclosures and documentation
  • online access available at www.onlinealmnetwork.com

comprehensive

  • includes standard
  • integrated market, liquidity and credit risk measurement and monitoring solutions
  • pro forma Economic Capital and ICAAP
  • credit risk stress testing
  • stochastic earnings and value at risk

model validation & process review

about model validation

Financial institutions of all sizes and charters are required to validate their risk models, including those used for ALM. Your requirements are the focus of our assignment. The customary report set, redesigned and updated in 2010, includes an Executive Summary, recommendations based on current “best practices”, and a detailed model implementation review.

 

about process review

Banks are now required to validate their liquidity risk measurement and management processes, including those used for ALM. Your requirements are the focus of our assignment. Global best practices liquidity policy reviews are performed by Leonard Matz, the author of the two best selling liquidity books and Sr. Consultant to the ALMnetwork.

Fair Value analytics for US banks

SFAS 141R disclosure

Pre- and post-acquisition analysis of asset and liability Fair Values, including the Core Deposit Intangible (CDI).

 

Goodwill Impairment Testing

Level 2 analysis of applicable Fair Values for Goodwill Impairment Testing. Level 1 analysis available from our business partners.

 

enhanced Fair Value reporting

Integrated market, liquidity and credit risk considerations are required for best practices internal and external financial reporting. Our process has been favorably reviewed by Big 4 and regional accounting firms.

news >

06.16.10: The ALMnetwork is a Silver Sponsor at the FMS Finance & Accounting Forum in Phoenix June 20-22. Please look for us there!” http://fmsinc.org/

 

06.03.10: Presentation from Risk & Compliance Solutions 2010: A Fiserv Client Conference, Chicago IL,
Liquidity Management: Regulatory Focus and Best Practices for 2010, May 18th Fred Poorman Jr. CFA, the ALMnetwork

 

05.03.10: Time for funding extension?

 

04.07.10: Working paper: "Concentrated Commercial Real Estate Lending in Banking: Trends and Regulatory Concerns" Michael R. Arnold and Bruce L. Campbell (2010)

 

04.06.10: ALM Guy goes viral. Watch the latest episode now.

 

03.25.10: New Rules for ALCO: Risk Measurement & Liquidity Management presented in Tampa on March 25th and 26th for the FMS. more >

 

03.17.10: We mentioned to our clients that this was coming…and we can help:

Federal Banking Agencies Issue Policy Statement on Funding and Liquidity Risk Management

ALM Network, LLC | 215.277.5315 | info@almnetwork.com