services > ALCO > basic > standard > comprehensive

standard ALCO & Fair Value reporting

better practices in community bank ALCO reporting for regulatory compliance

scalable, cost-effective solutions

standard is a cost-effective solution for community banks
instrument level detail • Investment CUSIP, individual loan s, deposits & borrowings
your loan & deposit pricing assumptions – static & planning balance sheets
rate shocks & rate twists – earnings, value, liquidity reports
quarterly Fair Value disclosure documentation (50+pages)
support for annual net interest income budget/forecast

an advanced ALM 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

reporting

proprietary ALCO & Board reports (.pdf format)
realistic, trading-quality fair values for quarterly disclosure
- option-adjusted valuations with stochastic approach
includes quarterly Fair Value disclosure and 50 page support document reviewed by Big 4 and other leading accounting firms

online access available @ www.onlineALMnetwork.com

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

scalable solution for Fair Value reporting, M&A support & ad hoc project

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.