ALMT

Driving balance-sheet resilience through predictive, actionable ALM

We partner with Asset & Liability Management Teams at leading banks and insurers to build predictive balance-sheet decisioning. By combining advance ALM modelling, robust liquidity and interest-rate risk stress frameworks, and pragmatic implementation of transfer pricing and funding optimization, we help reduce earnings volatility, strengthen governance, and accelerate regulatory reporting readiness.

Core Value Proposition

1. Quantifiable Margin Improvement

• Identify funding hedging or repricing opportunities to improve Net Interest Margin and Economic value of equity

• Apply optimisation routines that link treasury decisions directly to balance-sheet performance.

2. Regulatory & Capital Resilience

• Design stress tests and reporting templates aligned to IRRBB, LCR, NSFR and internal capital frameworks.

• Enhance board-level confidence in liquidity and interest rate governance.

3. Actionable Analytics, Not just models

• Deliver prodiction-ready ALM models (cash-flow engines, behavioural assumptions, FTP) embedded in treasury workflows.

• Ensure model outputs translates into treasury actions, not just theoritical insights.

4. Fast, Low-Risk Implementation

• Deploy pragmatic pilots that convert analytics into action: hedge overlays, funding pools, rebalancing rules.

• Accelerate impact while minimizing operational disruption.

5. Cross-Functional Delivery

• Work with treasury, finance, risk, product & IT to embed lasting ALM improvements

• Break-down silos to ensure balance-sheet decisions are holistic and sustainable.

Key Workstreams