ALM-Vision develops its own simulation models for the financial institution's balance sheet and income statement with three objectives:  

• To remain as close as possible to economic reality and thus to the accounting by delivering a global vision of the business
• To be rigorous, justify assumptions and be totally transparent in its approach
• To provide sustainable solutions that can be used by clients on a daily basis.

        The models are systematically and thoroughly documented. They allow you to save and modify the models quickly and efficiently. Developed with the latest technologies, computing times are extremely fast. ALM-Vision has developed a methodology using deterministic (realization of forwards, crisis scenarios, changes in the yield curve, Japanese crisis, etc.) and stochastic scenarios. ALM-Vision builds on the development capabilities of a strong IT team in the Philippines.

  Each balance sheet item is modeled thoroughly:

• The yield curve and market parameters are defined over the entire period,
• Traditional financial product lines (bonds, cap, floors, swaps, equities) are accurately modeled,
• Credit portfolios are statistically modeled with Constant Prepayment Rate(CPR), Constant Default Rate(CDR) and Loss Given Default(LGD),
• The debts for collection are modeled in stock with assumptions for changes in the outstanding amount per scenario.

The statistical models use the same simulation models generate market parameters from the average scenarios according to Brownian models.

        Our long experience in trading allows us to create solid models that are realistic and in line with the best standards in a wide range of asset classes: interest rates, commodities, equities, bonds and credit. We are rapidly developing pricing tools for all asset classes, with the associated risk analysis capabilities.

  Our strength lies in the fact that we are practical mathematicians, we understand the market and its dynamics. This allows us to build realistic models, based on thorough scientific methodologies.

  Our catalogue includes a wide range of easily adjustable pricers to suit the needs of our customers. We currently focus on pricing connected to statistical and financial risks. For example, we have developed a lapse pricing model that combines a trinomial pricing swaption tree and statistical behavior for the insured (instead of the usual market comparison between intrinsic value and time value) .

  On credit risk, we assist our customers with their scoring methodology, internal rating, calculation of Probability of Default(PD), Loss Given Default(LGD), Risk Weight Assets(RWA) and implementation of IFRS 9.

        The success of real estate investment companies lies in the balance between their fundamental expertise and the accurate planning of cash flow. We support them with:

• Modeling their cash flow
• Negotiating or renegotiating with their banks or investors
• Fundraising
• The sale of the entire portfolio of real estate to our clients to optimize financial management

In 2015, we optimized financial management resulting in a direct growth of 10% for our customers. We have modeled real estate for commercial use (shopping malls, retail centers); offices, health facilities,education facilities.

        Bad and doubtful debts in the balance sheet of financial institutions raises great concern. According to Basel III, loss and provision estimation is increasingly complex. We support our clients with:

• Modeling the expected cash flow and pricing of Non Performing Loans(NPL)(bad and doubtful debts)
• Working out the best management strategy
• Negotiations for sale and restructuring

We structured more than € 2 Billion in sales of NPL in 2015.

• Strategic sales are complex operations requiring market experience
• Solutions must be adapted to the particular context of the sale

         ALM-Vision tools significantly reduce the working time of teams responsible for financial management, budgets and asset / liability management. In addition, the tools allow us to create a homogeneous language in the sense of the financial department. They also make it possible to model the evolution of the institution over ten years, or more, enabling the directorates-general to be truly strategic. The models allow the simulation of crises, including the company's responses, in order to precisely measure the risks of such situations, unfortunately quite possible today. Finally, the models make it possible to assess the consequences of financial decisions on the balance sheet, both on assets and liabilities, on liquidity and on the income statement. By providing reliable and clear audit trails, ALM-Vision tools enhance the efficiency of the budget and ALM process. They strongly alleviate the work of the teams in data formatting to enable them to focus on the core of their business.

  ALM Vision was born out of the recognition that financial institutions do not have enough rigorous operational tools and sound theoretical foundations to enable them to control their financial management. The economic crisis and the implementation of Basel III have made these tools indispensable. ALM-Vision has therefore focused on building tools:

• Which give a global vision of the company: total balance sheet, profit and loss account, liquidity situation, financial ratios
• Which make it possible to clearly distinguish the stock from the new activity
• Which allow fast, varied and easily modifiable simulations
• That do not require costly interfacing projects
• Who focus on the key parameters of financial management: interest rates, prepayments, customer behavior

ALM Vision was founded by specialists in financial management for financial management specialists. Her models are concerned with reporting the exact reality of a company and meeting the expectations of the financial and general management.