ALM-Solutions software system is a new generation third tiers system used to model the balance sheet, off-balance sheet and incomes statement of a financial institution and simulate the regulatory ratios and calculation including IRRBB d368. The system is used by our customers for a wide range of functions:

    1. Multi-annual dynamic simulation of their balance sheet, ratio and incomes statement for budget and strategic planning
    2. Estimation of their Interest Rates, MTM and FX risk exposure
    3. Stress testing globally their balance sheet including credit risk and liquidity risk.
    4. Defining their liquidity strategy and liquidity planning
    5. Simulation of the impact of certain financial strategies or investments.

  The system is a light system which can be used alone as it is the case for small size institutions or above the heavy software systems used by banks for regulatory purposes. It is a market oriented user friendly light technology which doesn't require any heavy investment in term of IT project or long learning. Actually, the system is used by ALM-Vision for its ALM training programs, allowing to quickly grab the key issues in a balance sheet. A simulation requires a couple second and creating a new scenario with different assumptions in term of CPR, CDR, LGD, business growth requires less than a minute. All lines are recalculated MtM when required. Treasury, incomes statement and balance sheet are replicated as closed as possible from realty. ALM-Vision isn't a software provider and the system is provided as part of ALM-Vision annual contract of support with its customers. Under this contract, ALM-Vision provides to its customers:

• The system (as many instances as required)
• The training
• The methodological assistance including the first modeling
• An independant analysis of their risks