SOLUTIONS
BANKING
OPTIMIZE PERFORMANCE
Meeting regulatory expectations is not a functional silo but rather a driver of risk management and profitability. Satisfy regulatory requirements related to interest rate, liquidity, and credit risk, as well as strategic planning.
EXPLORE OUR REPORTS ON DEMAND
FOR SENIOR MANAGEMENT
| Report Name | Key Words |
| Balance Sheet Profitability | Offer rate sheet, fund transfer pricing, financial statements, ROE, RAROC, indirect cost allocation |
| Financial Simulation | Proforma financial statements, performance and risk metrics |
| Peer Group Comparison | Custom peer groups, peer analysis |
| Dupont Analysis | Income attribution, proforma income attribution |
| Income Financial Simulations | Growth plan, market scenarios, noninterest |
| Cash Flow Projection | Interest principals, default, recovery, servicing fees, option model |
| Mortgage Serving Rights (MSR) | Fair value accounting, collateral modeling |
| Loan Portfolio Pricing | Price attribution, yield attribution, OAS, CECL |
| Deposit Portfolio Pricing | Withdrawal rate, partial adjustment rate |
FOR BUDGETING
| Report Name | Key Words |
| Variance Analysis | COA financial items mapping, board reporting, budget |
| Budgeting: Uses & Sources | Liquidity coverage ratio |
| Budgeting Quarterly Projection | Performance metrics |
| Budgeting Monthly Projection | Prepayment projections, proforma statements |
| Income Financial Simulations (stress test) | Loan stress test |
| Uses & Sources (stress test) | Liquidity coverage ratio |
FOR ALCO MEETINGS
| Report Name | Key Words |
| ALM Management | CAMELS, investments, market conditions |
| Balance Sheet Performance Attribution | Recurring back testing |
| ALM Performance | Target and policy limits |
| Directors Dashboard | Performance, business monitor, liquidity, credit, IRR |
| Management Summary | Peer group, proforma, CALL performance metrics |
| Contingency Funding Plan | Minimum liquidity under moderate, severe, crisis scenarios |
| Core Deposit Account Backtest | Goodness of fit to historical data |
| Prepayment Backtest | Goodness of fit to historical data |
| EVE | Duration, capital, convexity, rate shocks |
| EVE KRD (par rate) | Balance sheet yield curve risk |
| EVE KRD (spot rate) | Balance sheet yield curve risk |
| EaR | Earning under rate shocks |
| Repricing Gap | Cumulative and periodic gap |
| Proforma EVE | 12 mo proforma EVE under shocks |
| Liquidity Gap | Cumulative and periodic gap |
| Uses & Sources | Liquidity coverage ratio |
| Assumption Report | Index rates, reinvestment rates, financial models, model inputs |
| Income Simulation (EaR + Growth plan) | EaR, growth plan |
| Two Cycle Comparison | EVE, EaR, duration, volume, rates |
OUR SOLUTIONS
STRATEGIC
PLANNING
PLANNING
Integrated cashflows based on capital market option exercise rules; multiple scenario analytics; incorporated credit model with seamless model assumption integration.
CREDIT RISK
MANAGEMENT
MANAGEMENT
Credit risk based on account level detail with option adjusted cashflows; customizable scenario analytics to determine the impact of credit in a stressed environment.
REGULATORY
REPORTING
REPORTING
Integrated cashflows based on capital market option exercise rules; credit and interest rate models in a single consistent framework; customizable scenario analytics; model assumption integration.
MORE ABOUT ALM PROGRAMMING LIBRARY
CLOUD PLATFORM SOLUTIONS
Optimal strategic decisions based on account level detail, consolidated credit, interest rate and liquidity risks in a single consistent platform – THC Financial Engineering.
On Demand
Self-service
Self-service
Financial
Ecosystem
Ecosystem
Operational
Efficiency
Efficiency
COMPUTE SERVERS SOLUTIONS
Our software is a powerful tool to manage optimal strategies including an ALM model integrated to your database on an installed basis.
Based on:
ALM Models
Years of Research
Extensive Database
Technologies