Risk analytics for ALM, treasury, and derivatives teams

Risk,explained

See what changed, and understand why.

The same calculation produces the result and explains the movement, down to the contracts, market data, and assumptions behind it.

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Drill down to cash flows

Valuation, sensitivities, and attribution in one pass

Excel, Python, C#, API

One engine for balance-sheet and derivatives risk.

ALM Studio models the balance sheet from individual contracts. Derivatives Studio covers trading and front-office risk. Both use the same valuation engine, available through Excel, Python, C#, and APIs.

Balance-sheet analytics with traceable results

For treasury and ALM teams at banks and financial institutions.

What it explains

Links changes in EVE and NII to rate moves, new contracts, and model effects.

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Derivatives analytics with P&L explain and margin analysis

For trading desks and front-office risk teams.

What it explains

Breaks P&L changes into market, position, time, and model effects. Covers margin analysis from trade to portfolio.

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Built for interactive analysis

500k/s

Swap valuations with configured sensitivity profile

Price and sensitivities come out of the same calculation, in one pass.

10M

Loans projected per IRRBB run

Peak memory use remains below 5 GB for a 10 million-loan run.

99%

Lower hardware cost

ALM Studio completed the same workload faster on the reference workstation than the legacy software did on its server infrastructure.

*Reference workstation: Lenovo ThinkStation P360, Intel Core i9 (16 cores), 64 GB RAM, SSD; approximate cost at the time of the comparison: $3,000.

Customer implementations

ALM Studio in day-to-day treasury, ALM, and risk work.

In production

Munksjö treasury

Analytical layer alongside the Treasury Management System

Selected ALM Studio after evaluating multiple alternatives for broad instrument coverage, workflow flexibility, and direct access from Excel and Python.

In use for

Broader balance-sheet risk coverage than a TMS-only setup
Direct hands-on analysis from Excel and Python

Read the Munksjö implementation story

In implementation

Myntro

Analytical engine for treasury, ALM, and risk reporting

Myntro already uses ALM Studio for day-to-day risk management and reporting, including regulatory risk reporting. Implementation continues as Myntro expands its use across treasury and ALM.

In use for

Full balance-sheet modeling across treasury, ALM, and risk reporting
IRRBB in day-to-day risk management

Technology

Valuation and sensitivities, calculated together

MASTIX uses Adjoint Algorithmic Differentiation (AAD) to calculate sensitivities as part of each valuation, so scenarios, attribution, and traceability all come from the same engine.

See how the engine works