Over 45 years of combined experience in working with banks on finance, treasury, and ALCO related topics:
In compliance with regulatory guidance, we perform an independent review of the ALM data, assumptions, calculations, scenarios, measurements and reporting. Our project scope covers:
In performing our ALM reviews, we utilize an independent testing model to make comparisons to clients estimates.
Following the regulatory guidance on model validations, we assess the 3 primary components bank models:
We’ve performed model validations for ALM models, ALLL models, capital models, strategic plan models, and others.