A/L Reporter©

Risk Analysis A/L Reporter

How It Works

 

 

A/L Reporter adapts the core technology of the sophisticated Risk Analytics ALM Model to a product that is designed and priced specifically for small credit unions. Through a service-bureau approach, the software provides dynamic income simulation projections for net interest income as well as NEV under nine different rate stress scenarios. Reports are compiled from the 5300 Report and AIRES data with limited additional information from the credit union. A/L Reporter clearly demonstrates to credit union managers how changes in interest rates and the resulting changes in the cash flows of their balance sheet instruments affect future earnings and the value of their capital.

Key Features

 

 

A/L Reporter provides the sophistication of the most expensive models at a much lower cost and with less time and effort. The tools provide:

  • ·         Dynamic income simulation and NEV model that provides results under nine rate stress tests and up to 400 basis points.
  •         Easy installation and setup.
  •         Graphical displays of key information, choose from many charts and graphs.

 

        The report set it produces includes:

  •         Executive Summary - designed for board members and ALCO.
  •         Full disclosure of all modeling assumptions - for management, regulators, and auditors.
  •         Back Testing Report - to assess the model's accuracy over time and interest rate changes.

Software Spec

SEVERAL KEY BENEFITS MAKE A/L REPORTER THE INDUSTRY-LEADING ALM/IRR MODEL FOR SMALL CREDIT UNIONS:

  • ·         User-controlled assumptions and rate stress testing
  • ·         Dynamic income simulation and NEV model that provides results under nine rate stress tests up to 400 basis points
  • ·         Affordable service that delivers high quality results
  • ·         Easy installation and setup
  • ·         Graphical displays of key information; choose from many charts and graphs
  • Operated in  a service bureau format you provide the data we input and run the reports using your assumptions. It allows you to be in control yet not have to do all the work.

With no software to purchase, getting started is as easy as signing our two-page Subscription Agreement.  You will be assigned to a Relationship Manager (RM) who will guide you through the entire setup and training process.  For your first report, you will be asked only to provide data files and answer some questions. Your RM will calibrate our Data Conversion software to translate your unique source data files into our software, and then perform all the setup and data entry required for your ALM report.  Once your report is run, your RM will guide you through the report set via our web-based application sharing and a conference call.  In subsequent quarters, just send your RM your updated files and data along with any modeling assumptions changes. Within two weeks, you will receive your updated report set.

A/L Reporter provides dynamic stress tested income simulation projections for net interest income and calculates NEV, all under nine different rate stress scenarios. It provides the sophistication of the most expensive models at a much lower cost and with far less time and effort. It not only allows the small credit union to meet its regulatory ALM requirement with a minimal commitment of resources, but management can easily see how changes in interest rates and the resulting changes in the cash flows of the balance sheet instruments affect future earnings and the value of its capital.

Related items

TOTAL SOLUTION AT AN AFFORDABLE PRICE

Designed and priced specifically for small credit unions, A/L Reporter takes a service bureau approach by adapting the core technology of our sophisticated Risk Analytics ALM Model. Reports are compiled from the 5300 Report and AIRES data with limited additional information from the credit union.