Asset & Liability Management

Over 45 years of combined experience in working with banks on finance, treasury, and ALCO related topics:

  • Leading Board and management level ALCO meetings
  • Development and processing of instrument level models
  • Compiling Monthly/Quarterly ALCO presentations
  • Board and Management level ALCO meetings
  • Bank Treasurer, budgeting and capital markets experience

ALM Reviews

In compliance with both OCC 2011-12 and the Joint Agency IRR Advisory, this review will provide an independent review of the integrity, accuracy and reconciling data input, evaluating modeling assumptions, and validating client’s model-processing by comparing results against an independent benchmark model.

  • Model Development, Implementation, and Use
  • Model validation
  • Governance, Policies, and Controls

Liquidity Reviews

We review and assess the bank’s Liquidity Risk Management Process (“LMPs”) based primarily on the guidelines established in the Interagency Guidance on Funding and Liquidity Risk (“Interagency Guidance”) issued in March 2010. In compliance with the Interagency Guidance, the review will provide an independent review of the adequacy of the bank’s LMP’s to appropriately identify, measure, monitor, and control its funding and liquidity risk.

  • This review focuses on the primary tools for measuring and managing liquidity risk.

ALLL Model Validations

Following the regulatory guidance on model validations, we assess the 3 primary components of ALLL models:

  • Information input
  • Processing component
  • Reporting component

We’ll review and test your data extraction, the application of your reserve for credit loss methodologies, and test calculations/reporting.