services > ALCO > basic > standard > comprehensive

 

about ALCO

building blocks for ALCO & Fair Value reporting

 

> basic      > standard      > comprehensive

 

people

• management team are experienced bankers and consultants
• consultants are experienced auditors, bankers, consultants, regulators, and software designers
• support team are experienced accountants, bankers and I.S. support

process

• streamlined data requirements
• instrument level data load
• onsite and/or webinar report review & presentation
  - customized, proprietary ALCO & Board reports
  - 100+ system-generated reports in familiar Excel format
• education programs for ALCO & Board
• detailed, comprehensive process & assumption documentation
• includes quarterly Fair Value disclosure and 50 page support document reviewed by Big 4 and other leading accounting firms

systems

• ALCO reporting powered by Zmdesk & ZMnet
• online access at www.onlineALMnetwork.com
• SharePoint site for documentation, report archiving, meeting space

analytics

• an advanced ALM & Valuation model (ZMFS)
• measure and monitor your market, liquidity, and credit risks
• realistic, trading quality valuations for enhanced compliance and financial reporting
• GSE-requisite earnings and value @ risk analytics

online capabilities

• access to data, assumptions and reports
• capability for bank to do online “what if” analysis
• bank SharePoint site for reporting, messaging, and documentation

scalable, cost-effective solutions

• basic: static balance sheet + rate shocks
• standard: basic + planning scenarios w/ rate ramps & twists + online access for data & assumptions review + 75 reports
• comprehensive: standard + online “what ifs” + stochastic analytics + credit & economic capital analytics

process & assumption documentation with full transparency

 

scalable, cost-effective solutions

• basic: instrument level detail , static balance sheet , rate shocks & earnings, value, liquidity reports
• standard: basic + “what if” planning scenarios + rate ramps & twists + + stochastic/OAS valuations + online access
• comprehensive: standard + online “what ifs” + GSE-type Earnings & Value at Risk metrics + credit & economic capital analytics
• process & assumption documentation with full transparency

an advanced ALM & Valuation model (ZMFS)

• we provide model setup, instrument level data load & review
• measure and monitor your market, liquidity, and credit risk with over 100 system reports & customized ALCO reports
• Fair Value reporting with full documentation for disclosure & compliance

online access available @ www.onlineALMnetwork.com

• access to data, assumptions & reports
• capability for bank to do online “what if” analyses