IBM Algo Asset Liability Management

IBM Algo Asset Liability Management
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Identify opportunities for profit and concentrations of risk

Algo Asset Liability Management is an asset and liability management framework that helps banks and financial institutions identify opportunities for profit and concentrations of risk across the balance sheet. It offers an integrated view of market and liquidity risk across multiple risk factors and asset classes to help support shareholder value creation and significantly reduce financial uncertainty in constructing hedging strategies.

Algo Asset Liability Management features include:

  • Sophisticated analytics and reporting tools help assess earning sensitivity, future market valuation and liquidity risk.
  • Comprehensive regulatory compliance supports Basel III, IAS 39 and FAS 133 international accounting rules and more.
  • Scenario-based Optimizer enables risk-informed assessment of the trade-off between earnings and values.
  • Comprehensive asset and liabilities coverage spans off-balance sheet items, with measures such as NIM and FTP.
  • Internal limits support enables forecasts of future business to take into account corporate limits for liquidity and hedging policies.