Decisions backed by robust ALM

We design, validate and operationalize frameworks that satisfy supervisors and drive performance.

  • Framework
  • Governance
  • Performance

From policy to production: models, governance, data pipelines, dashboards and ongoing enablement.

Services

Select a capability to open details or submit an RFP.

Interest Rate Risk (IRRBB/CSRBB)

Interest Rate Risk (IRRBB/CSRBB)

Policy, measurement and hedging aligned with EBA/BCBS: EVE/NII, supervisory outliers, behavioural deposits & prepayments, CSRBB attribution, and ALCO packs.

  • Governance & limits (EaR/EVE/NII)
  • Scenarios & convexity/basis
  • Hedge design & effectiveness
Liquidity Risk and ILAAP

Liquidity Risk & ILAAP

Economic & normative views, LCR/NSFR build/validation, stress testing with survival horizon, HQLA monetisation, encumbrance and CFP playbooks.

  • ILAAP diagnostic & gap analysis
  • Stress tests & reverse stress
  • Ratio explain & reconciliations
Funds Transfer Pricing

Funds Transfer Pricing (FTP)

Transparent, governed transfer prices linking risk, liquidity and profitability. Behavioural tenors, stress add-ons, and production-grade curve publication.

  • Policy & design
  • Implementation & controls
  • Profitability & steering MI
ALM Implementation

ALM Implementation

Target operating model, data/tech enablement, CI/CD reporting, documentation, and change delivery from plan to BAU with measurable outcomes.

  • Policies, standards & model docs
  • Data model & lineage
  • UAT, training & handover

Digital Treasury — Four Pillars

High-impact, feasible use cases delivered in weeks, validated for audit and regulator.

  • Funding

    Business forecasting: Demand signals guide tenor & timing of issuance.
    Investor platform: Segmentation and tailored outreach improve execution.

  • Interest Rate Risk

    IR cash-flow forecasting: Hybrid models sharpen NII/NIM projections.
    IRRBB hedging support: Rules/AI propose EVE/NII-aligned hedges.

  • ALM

    FTP for large deals: Quote-ready, auditable pricing for bespoke transactions.
    Enhanced behavioural models: Prepayment/NMD stickiness with modern ML.

  • Process & Operating Model

    Automation: Replace spreadsheets with API-first workflows and audit trails.
    Digital Treasury dashboard: Cash, LCR/NSFR, IRRBB, FTP & early warnings.

From diagnostic to delivery

Start with a compact assessment and leave with a pragmatic plan — then we help deliver the change.

Get in Touch

Balanced compliance, speed and value.