In a market where interest rate rises could ultimately lead customers off the banking book, dynamic and forward-looking balance sheet management can help banks manage both basis risk and the potential associated impact on their liquidity.
With an internal risk measurement and pricing system, SunGard’s Ambit Asset Liability Management (ALM) solution can help you not only minimize liquidity risk but guide the balance sheet in the right strategic direction through funds transfer pricing.
Ambit ALM provides an integrated risk management solution that enables full and multi-dimensional analysis of the balance sheet. It also allows you to easily and accurately model customer behavior, economic valuation, interest rate scenarios and a wide range of other variables. Ambit ALM helps you optimize both the size and the use of your surplus cash reserves – releasing strategic cash for revenue generation.