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.
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.
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.