NBFC ALM

Explore Our Product Suite

Integrated tools for valuation, stress testing, gap analysis, and regulatory compliance reporting.

Cash Flow and Pricing Engine

Generate accurate loan, bond, deposit, and swap cash flows.

Calculate loan, bond, deposit, and swap prices, yields, modified durations, and convexities.

Rate Shock Scenarios

Run user-defined parallel and non-parallel rate shocks for portfolio market risk analysis.

Analysis includes pricing results of each shock for every position as well as results for aggregated valuations and aggregated cash flows at the instrument-type level.

Regulatory Reporting

View and download formatted reports for interest rate sensitivity and liquidity disclosures.

Predefined reports from the NBFC ALM application for an example portfolio are available at the bottom of this page for viewing.

Platform Features in Action

Main_Page_Overview

Main Interface: Upload, Analyze & Visualize Portfolio

Shocked_Yield_Curves

Yield Curve Shock Scenarios

Change_in_EVE

Change in Economic Value of Equity

EVE_Table

Economic Value of Equity by Shock

EaR_Table

Earnings at Risk (EaR): Next 12 Months

NII_Table

Net Interest Income: Next 12 Months

Liquidity_Gap_Table

Liquidity Gap Analysis

IRR_Gap_Table

IRR Gap Analysis