zeb.control.risk - ALM

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Improving net interest income, planning actions * Integrated present-value- and period-oriented ALM * Comprehensive action simulation * Structural liquidity planning

ALM software module of zeb.control.risk supports financial institutions in planning and controlling the key return elements of maturity and liquidity transformation. The software represents your reliable and well-proven tool for the targeted management of the balance-sheet structure and the related institute-wide interest rate and liquidity risks.

Among all, in its Market Update 2018, Chartis has especially noted the manifold scenarios functionality of the module, which allows to comprehensively simulate market developments and actions at the portfolio level. The software capabilities have been highly graded in the Scenario Management System category criterion of the market update.

Numerous credit institutions are faced with the problem of non-conforming management impulses from present-value and accrual-based planning. We offer an integrated management system that eliminates these deficits.

Key Features

  • Splitting of interest income statement in net interest spread and transformation result
  • Separation between interest and liquidity commitments, in particular for core deposit products by means of a replication portfolio
  • Institution-specific structuring of the liquidity overview for leasing products and proprietary trading
  • Consideration of risk factors, e.g. default rates, extension rates, statistical termination rates
  • Calculation of interest income and margin based on installment plans for customer business and proprietary trading.

Key Benefits

  • zeb’s expert knowledge of risk management

  • Implementation expertise gained at international institutions of different sizes and complexities

  • Low investment through integration into existing IT systems

  • Efficient and customizable solution

  • State-of-the-art technology

Product/Service details

Geographic Availability