For treasury and ALM teams
Balance-sheet analytics with traceability from reported results to contracts and assumptions.
ALM Studio runs scenarios, attribution, and reporting from contract-level cash flows across the balance sheet. It works alongside existing source systems.
ALM Studio uses contract-level cash flows for valuation, sensitivities, scenarios, and attribution.
Model loans, deposits, securities, and derivatives in a shared cash-flow framework using data from existing source systems.
Calculate valuations, risk metrics, and sensitivities in the same valuation engine.
Aggregate contract-level results while retaining links to their inputs and assumptions.
EVE changed between runs. What drove it?
Decompose the move into rate changes, new business, runoff, model updates, and assumption changes using the same contract-level calculations.
The board wants to see the effect of a 200-basis-point upward rate shock.
Run the scenario, compare alternatives, and present attribution by driver.
Audit wants to trace an IRRBB figure back to its source.
Trace the reported figure back to the contracts, assumptions, and calculations behind it.
Management, model governance, regulators, and auditors can review the same calculation.
Scenario workflow
Interactive scenarios can complete in seconds; broader balance-sheet scenarios in minutes.
Many follow-up scenarios do not require another overnight batch.
Consistency
Core balance-sheet metrics use the same contract-level calculations.
Risk, reporting, and explanations use the same contract-level calculations.
Governance
Trace balance-sheet results back to contracts, assumptions, and model effects.
Review the calculation without reconciling separate reports.
Performance depends on portfolio size, instrument mix, model configuration, and infrastructure.
Run a scenario and trace the change back to its drivers.
