services > ALCO > basic > standard > comprehensive

comprehensive ALCO & Fair Value reporting

a unique approach for community & super-community banks

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

real world solutions >

real time ALCO reporting? Over the past few years, there have been days with historically high interest rate volatility. After several such days, the management of Sample Bank believed their annual budget was no longer accurate.

Working with the ALMnetwork, Sample Bank produced forecasts based on rates “as of” the prior days’ close. While not exactly “real-time” reporting, next day reporting was useful to the management of Sample Bank in comprehending their new earnings position, formulating new tactics and strategies, and fine-tuning their pricing.