BALANCE SHEET MANAGEMENT

The Risk Dashboard module provides Asset Liability Committee (ALCO) and Risk managers with analysis tools for professional asset and liability management. Bank-wide analyses of interest rate, liquidity and prepayment risk provides the manager with an overview of existing risks. Analysis can be done at any desired level within the organization.

Comprehensive scenario sets together with analyses and drill down possibilities till the level of individual deals or dates give a complete overview of total position.Graphical presentation of scenarios, gap structures and future cash flows give a quick insight to risk exposures and their sources. This way for example the impact of an interest rate scenario combined with a prepayment scenario for mortgages can be viewed quickly.

Value at Risk calculations support ALM and justification to supervisors.

High level reports give ALCO complete insight into risk exposures of the bank.

The Risk Dashboard is continuously further developed in close consultation with its customers and based on new regulations and scientific developments.