ALMIncreased volatility in financial market, intensified competition in the integrated banking system and regulatory concern enforce banks to manage their risks more effectively.

Bonanza ALM is properly designed to deal with market risks associated with banking book transactions. Both liquidity risks and interest rate risks are timely measured with the maximum degree of reliability.

Moreover, all reports and market simulations are available on the internet so that the ALCO can explore the risks anywhere anytime. At the same time, with the reduction in routine tasks, ALM department can have more resources to study into details.

System Features

  • Web-based Application
  • Drill Down Function
  • Support Multi-Currency
  • Liquidity Risk Management
  • Interest Rate Risk Management
  • Value at Risk Concept
  • Market Simulation
  • Behavior Adjustment
  • Export to Excel
  • Batch Reporting
  • Automatic Download Schedule
  • Import Market Data
 
  • Profitability Report by Business Unit
  • Balance Sheet Composition
  • Balance Sheet Projection
  • Net Interest Income Projection
  • Budget Variance Analysis
  • Rate/Volume Analysis
  • Financial Ratio
  • Net Foreign Exchange Position
  • Liquidity Gap
  • Cumulative Outflow
  • Cash Flow Projection
  • Liquidity Ratios
  • Large Customer Ranking
  • Customer Size Distribution
  • Liquidity Risk Limit Utilization

Earnings Perspective

  • Repricing Gap
  • Net Interest Income Sensitivity
  • Cost to Close
  • Earning at Risk

Economic Value Perspective

  • Market Value of Equity
  • Market Value Sensitivity
  • Equity Value at Risk
  • Interest Rate Risk Limit Utilization
  • Behavior Adjustment
  • New Product/Volume
  • Yield Curve
  • Current Reference Rate
  • FX Rate
  • Stress Testing

Request a demo? Call us +66 02861 4820 ext 5620-5622, 5629

Or send us an email and we'll try to get back to you as soon as possible.