Asset/Liability Management & Interest Rate Risk Management
FORVIS Financial Management practice area can provide industry knowledge based upon our broad experience, analyses, and application of industry best practices. 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 they need 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 their regulatory requirements. One of our primary goals is to provide an analysis that helps clients meet or even exceed 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 help achieve this goal, we collaborate with Chief Financial Officers and senior management teams to produce timely and accurate reports designed for asset-liability committee (ALCO), executive management, directors, and regulators.
We are skilled at gathering, assessing, reporting, and integrating risk management controls and superior systems for clients. We look at the whole picture including industry trends, competition, and new technologies that may impact your business.
Our ALM/IRR practice can offer clients an 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