BALM
ARCHITECTURE
Liquidity
module of Balm provides following features;
|
 |
ALCO review graphs
and text reports of liquidity gaps across
user defined maturity spectrum |
|
Drill down by the day for a
year, monthly thereafter Cost to close-out
gaps 'what if' screen |
|
Tolerance Analysis based on
% of gaps |
|
Drill down to items contributing
to stress in maturity buckets |
|
Compares cash flow mismatches
against tolerance limit |
|
Highlights maturity buckets
that are under stress |
| |
|
| Interest
rate risk module provides following features; |
|
ALCO review graphs and text
reports of gaps in interest rate sensitive
items |
|
Drill down by day for a year,
by month thereafter |
|
Net Interest Income (NII) and
Net Interest Margin (NIM) sensitivity analysis
for change in interest rates of both costs
and yields |
|
Tolerance analysis of gaps in
% terms |
|
Drill down to items creating
stress |
|
Average yield, cost graphs and
reports |
