Balance Sheet Manager©

Balance Sheet Manager

HOW IT WORKS

 

Balance Sheet Manager (BSM), an add-on to the FIMAC Solutions Risk Analytics ALM Model, lets you immediately create unlimited “what-if” scenarios. This optional module gives you a quick, powerful, and accurate measurement of the impact balance sheet management decisions will have before they are implemented! To create the scenarios, start by installing a new data set from your updated ALM/interest rate risk management report. The new data set includes all current balance sheet, cash flow, market rate, and securities information—everything that went in to the production of your institution’s interest rate risk management reports. Then, create and run the scenarios on your own PC with BSM’s Windows-based software. Create, save, and share as many different scenarios as you like. With BSM, you can test your balance sheet management strategies and ideas before you implement them, allowing you to efficiently test multiple ideas or variations, and select the strategy that offers the optimal risk and return profile.

Key Features

 

Make better decisions with advance knowledge of the impact to earnings and equity, and the exposure to changes in interest rates. Use it for NII and PVE stress testing, too! To save time, you can quickly create a database of changes you’d like to see, including:

  • ·         Modeling assumptions – includes the ability to stress test your rate sensitivities, loan prepayments, and reinvestment assumptions
  • ·         Balance sheet changes – grow certain accounts while you run off others, or simulate an immediate balance sheet restructuring
  • ·         Offered rates – change your offered rates for products and see the impact over time
  • ·         Securities transactions – simulate the purchase or sale of securities to see the whole balance sheet impact required as part of your pre-purchase analysis
  • ·         Budgeting – combine the net interest margin results of your dynamic balance sheet changes with changes to your non-interest accounts to prepare your annual budget
  • ·         Yield curve – put in your desired yield curve twist or ramp and see the impact to earning in minutes

 

 

 

Software Spec

SEVERAL KEY BENEFITS MAKE BALANCE SHEET MANAGER THE INDUSTRY-LEADING BALANCE SHEET "WHAT-IF" TOOL:

  • ·         Results in minutes, not hours or days
  • ·         Run multiple variations to discover the optimal risk and return profile
  • ·         See the impact to earnings and earnings at risk along with equity at risk
  • ·         Provides impacts to key liquidity and capital ratios
  • ·         Monitor your results relative to your management set risk limits
  • ·         Test your balance sheet management strategies and ideas before you implement them

Balance Sheet Manager (BSM), an optional module for FIMAC Solutions Risk Analytics ALM Model, gives you a quick, powerful, and accurate measurement of the impact balance sheet management decisions will have before they are implemented! Run any number of "what-if" scenarios on your own PC with BSM’s Windows-based software. Load a new data set each time you run your ALM report to start from a fresh snapshot of your balance sheet, rate environment, and modeling assumptions. BSM provides data archive and restore functionality as well as print capabilities for both the graphical quadrant display and your detailed financial statements for each scenario. These features allow you to memorialize the data, assumptions, and results for your strategies for the benefit of ALCO and your institution’s management, board, and regulator.

  • Quick answers to your balance sheet what if modeling questions.
  • Using the Data Set from the Risk Analytics ALM Model you have the accuracy of your ALM Model as a starting point to make changes from but with out the headache of waiting hours to rerun your entire ALM process for a simple change to your balance sheet. 
  • Scenarios can be as simple as twisting or ramping the yield curve to multiple change scenarios to building your budget.
  • View the results on screen in a dash board format or print the exhaustive reports that match your Risk Analytics Report Templates allowing you to compare side by side those results with your Risk Analytics ALM Model Results

Related items

SEE THE FUTURE. THE "WHAT-IF" MODEL FOR BALANCE SHEETS

Balance Sheet Manager (BSM), an optional module for FIMAC Solutions Risk Analytics ALM Model, gives you a quick, powerful, and accurate measurement of the impact balance sheet management decisions will have before they are implemented! Any number of "what-if" scenarios can be run on your own PC with BSM’s Windows-based software. Make better decisions with advance knowledge of the impact to earnings and equity and the exposure to changes in interest rates. Use it for NII and PVE stress testing, too.