Asset/Liability Management & Interest Rate Risk Management
“Our examiners appreciate and are impressed with the reporting that ProBank Austin provides. Since we began using the firm 12-years ago, there has not been any regulatory issues with our Liquidity and Sensitivity (to IRR) components. The breadth of their client base keeps them informed on regulatory hot topics, which is beneficial to us at exam time.” John Castle, Chairman and Chief Executive Officer, Southern Michigan Bank & Trust, Coldwater, Michigan
ProBank Austin’s Financial Management practice area delivers a depth of industry knowledge based upon solid experience, best practices, and the most comprehensive analyses available. Our professionals work with financial institutions of all sizes to provide monthly or quarterly asset/liability management (ALM) and interest rate risk (IRR) reporting. Our analysis is intended to provide our clients and their Boards with the financial information needed to allow them to make sound financial decisions while complying with the guidelines on interest rate risk management adopted by regulators in 2010.
Our team assists clients in navigating one of the most highly-regulated and complex industries, providing frontline support to help financial institutions meet and exceed all regulatory requirements. One of our primary goals is to provide an analysis that meets and exceeds examiner expectations in the area of IRR and liquidity risk management. In fact, our reports and processes are designed with regulator expectations in mind. To achieve our goal, we collaborate with Chief Financial Officers and senior management teams to produce timely and accurate reports designed for ALCO, executive management, directors, and regulators.
We are experts at gathering, assessing, analyzing, reporting, and integrating risk management controls and superior systems for clients. ProBank Austin’s Financial Management practice area delivers a depth of industry knowledge on managing and governing ALM and IRR based upon solid experience, best practices, and the most comprehensive analyses. We look at the whole picture including industry trends, competition, and new technologies that may impact business.
Our ALM/IRR practice offers clients a greater understanding of an institution’s:
- Risk Environment
- Accurate Product Pricing
- Regulatory Compliance Issues
- Increased Opportunities for Profitability
Asset Liability and Interest Rate Review consulting services include:
- Comprehensive ALM & IRR Reporting and Consulting
- Balance Sheet Structuring/Margin Management (ALM) Profits
- Deposit Decay Speed and Loan Prepayment Analytics
- IRR Assumption Stress Testing
- IRR Backtesting
- Independent, Third-Party ALM Review
- ALM Model Consulting
- Liquidity Reporting
- Liquidity Stress Testing
- Independent, Third-Party Liquidity Risk Management Review