ALMPro® Premier

Asset and Liability Management or ALMPro® Premier

ALMPro® Premier

Exceptional Modeling Performance

ALMPro® Premier provides instrument level analytics and paramount modeling to analyze IRR and Liquidity Risk. It is appropriate for credit unions of any size, but generally suited for more complex balance sheets or credit unions that want a more in-depth analysis or increased customizations. The Premier model is suited for loan and investment instruments with more complex optionality. When combined with the knowledge and experience of our senior analysts, ALMPro® Premier delivers unsurpassed modeling performance. As always, ALMPro® Premier service is delivered with training and support at your request.

Asset and Liability Management or ALMPro® Premier

Your quarterly ALM Premier report includes:
 

  • The ALMPro Dashboard is a two-page overview of the credit union’s estimated IRR and Liquidity Risk. Major points of IRR are presented in rates up and down scenarios at 100, 200 and 300 basis points. A summary of forecasted liquidity with liquidity stress scenarios is also included. Risk guidelines are integrated into the synopsis. The Dashboard is a great solution for users who have limited time and need only an overview of the testing outcomes.
  • Assumptions
  • An Income Simulation Analysis that looks forward three years. Multiple scenarios are modeled for benchmark, rates up shocks and rates down shocks. Usually we use benchmark, 100, 200, and 300 basis points but you may choose from a large variety of other parameters for the scenarios. In addition, a dynamic forecast can be incorporated into this analysis.
  • An NEV Analysis that estimates the long-term IRR in your balance sheet. For credit union management NEV analysis identifies the opportunity cost of holding intermediate and long term fixed rate assets in a rising interest rate environment.
  • A Liquidity Analysis  which incorporates static balance sheet analysis and forecasted future cash flows with stress testing. A Liquidity Coverage Ratio adapted for credit union use is incorporated and tests the 30-day horizon. The liquidity analysis incorporates the credit union’s risk guidelines and leads to the liquidity risk portion of the report.
  • A wide variety of Alternative Scenarios which can be incorporated based on a credit union’s needs. This can include alternative balance sheet forecasts, varying interest rate forecast scenarios, and extensive sensitivity testing of major assumptions.

Discover what many of our clients have discovered:

“Thank you for the excellent job in going over our September report with the board. We all learn a lot from you each session.”

— Darwin B., Citizens Community Credit Union