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Integrated
Asset & Liability and Treasury Management

Market Risk

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Provides detailed analysis and assists understanding of market risk exposure in relation to your limits such as principal gap, sensitivity (PVBP, delta) and Value at Risk.

Earnings at Risk

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Forecasting and stress testing of interest income and interest expense, providing detailed understanding of net interest margin.

Treasury Management

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A fully functional Treasury Management System with multiple user access and multi-layered portfolio structure covering all treasury aspects such as deal capture, counterparty and ratings management, holiday calendars, cashflow mapping, accounting, settlements and independent market valuation of treasury products with formula transparency.

Stress Testing

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Allows for multiple scenarios and stress tests of your portfolio. The scenarios can include a single variable or a combination of the following variables: interest rate movements, balance changes, prepayment speed, “sticky” reallocation, forward rates, hedges and volatility.

Analytics

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Powerful and dynamic reporting with historical comparisons and drill-down functionality and the ability to create tailored and scheduled reports with easy to add explanatory notes.

Why Protecht.ALM?

Integrated ALM and TMS

A flexible solution to suit the needs of your organisation, whether it be a comprehensive Asset Liability Management risk system, integrated TMS or stand-alone TMS.

Limits

Monitor breaches against your limits for your key risk measures: Value at Risk, Sensitivity, Earnings at Risk, credit exposure and volume limits.

Data Import

Map product codes and tiers to your core banking system.

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Dashboards

Powerful and dynamic reporting with historical comparisons and drill-down functionality. The ability to create tailored and scheduled reports with easy to add explanatory notes.

Support

Access to our highly skilled risk management professionals to ensure that you achieve the best possible risk framework.

Permissioning

Clearly define segregated roles within the system and assign specific functionality to Treasurers, Risk Managers & Operations staff.

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Treasury

Access to global resources allowing accurate and timely refixing and revaluation of your Treasury products.

Workflow

Automate notifications of specific activity to the right staff.

Accounting

Easy to configure accounting entries for GL interface; can use APIs to interface with other systems which require your ALM or TMS data.

Configuration

Flexible form design for deal capture and easily configured assumptions for risk calculations. Multiple portfolio and counterparty setup.

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Protecht.ALM comes with the advice, support and experience of our highly skilled risk management professionals to ensure that you achieve the best possible risk framework.

More than just software

Support

Protecht.ALM is more than just a piece of software. It comes with the advice, support and experience of our highly skilled risk management team to ensure you achieve the best possible ALM framework.

User Management

Roles and Permissions are extremely powerful tools for management of user access and functionality. Also, controlling data which individual user or group of users can access giving a very high degree of control in this critical area.

Insights

By combining the powerful risk management software with expert advice, industry bench-marking and on-going support, your Asset Liability Management strategy can transform cold, hard data into genuine insight.

Adaptability and Ease of Deployment

Protecht.ALM is designed to be configured by clients and does not require heavy reliance on Protecht for ongoing tailoring and configuration. This provides a more adaptive and flexible environment to more closely match our clients’ evolving requirements whilst remaining cost effective.