ALMIS® Analytics is the UK’s most popular integrated ALM Solution
The rich ALM functionality provides bank treasury teams with insights into their risk exposure so they can make decisions to optimise their balance sheets.
Powerful yet flexible and compliant cloud-based ALM application
You can choose any combination of ALM functionality to meet your institutions specific needs
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Capital AdequacyReporting and analytics on the adequacy of capital resources (standardised approach) and related topics. |
LiquidityEvaluation of extensive reporting on liquidity risk, generally, including highly configurable liquidity stress functionality. |
Market RiskEvaluates and reports on interest rate risk in the banking book and foreign exchange rate risk. |
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Margin Management & FTPHighly customisable analysis and reporting of margin and Funds Transfer Pricing. |
Hedge AccountingA powerful and comprehensive IAS 39 and IFRS 9 compliant hedge accounting solution. |
Financial PlanningEnables the creation of complex plans and powerful balance sheet and income simulations quickly. |
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Capital AdequacyReporting and analytics on the adequacy of capital resources (standardised approach) and related topics. |
|
LiquidityEvaluation of extensive reporting on liquidity risk, generally, including highly configurable liquidity stress functionality. |
|
Market RiskEvaluates and reports on interest rate risk in the banking book and foreign exchange rate risk. |
|
Margin Management & FTPHighly customisable analysis and reporting of margin and Funds Transfer Pricing. |
|
Hedge AccountingA powerful and comprehensive IAS 39 and IFRS 9 compliant hedge accounting solution. |
|
Financial PlanningEnables the creation of complex plans and powerful balance sheet and income simulations quickly. |
Key features
Capital Adequacy
- Designed for reporting and analytics on the adequacy of capital resources (standardised approach) and related topics.
- Detailed calculations showing minimum capital requirements including original exposures and risk-weighted exposures, Own Funds and capital ratios.
- Large exposures reporting.
- Reporting on counterparty risk by sector and country CVA risk reporting.
- Loan to Value reporting.
Liquidity
- Enables evaluation of and extensive reporting on liquidity risk including liquidity stress functionality covering a wide range of risk factors to build stress scenarios.
- Extensive liquidity reporting including user-friendly standard reports based upon key regulatory returns (eg cashflow mismatch report).
- Configurable liquidity stress functionality.
- Run from any balance sheet portfolio, past present or future.
- Configurable stress periods.
Market Risk
- Helps you evaluate and report on interest rate risk in the banking book and foreign exchange rate risk.
- A full range of interest rate risk and FX reporting and analysis in accordance with latest BASEL 3 and EBA guidance covering EVE and NII shocks and sensitivities.
- Pre-payment and other behavioural inputs.
- Comprehensive gap and basis risk.
Financial Planning
- A tool which can project balance sheet forward with user defined assumptions. Enables you to create complex balance sheet and income simulations quickly.
- Unlimited number of plans, forward income and balance sheet projections.
- Variance analysis against actuals or prior plans.
- Dedicated product follow-on functionality.
- Drill-down to detailed breakdown of margin movements.
ALMIS® solution inspires efficiency and excitement for future reporting improvements
It does everything for macro and micro hedge accounting. It takes our Quantum data without the need for much manipulation. The masterclasses and specialist support is really great, and the upgrades keeps us up to date. We are starting to use ALMIS Cornerstone which I know will provide me with even more opportunities to save time.
Heather Ellison – Assistant Technical Account
Leeds Building Society
Who we work with
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