Ambit Asset Liability Management

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.

Features
  • Delivers configurable modules on scalable, distributed processing technology
  • Features a comprehensive cash flow and valuation engine
  • Incorporates an enterprise-wide interest rate risk management platform
  • Offers a simulation engine for building balance sheet models and estimating parameters
  • Provides strong scenario definition capabilities to define an infinite number of stress scenarios that account for various risk factors
  • Performs statistical analysis on various business drivers by deploying stochastically or historically distributed risk factors
  • Offers a fully fletched funds transfer pricing framework
Benefits
  • Lets different departments to work on the same data platform while pursuing their specific and institution-wide strategic goals
  • Processes and calculates cash flows based on original position behavioral characteristics
  • Facilitates risk profile evaluation and proactive strategies, optimizing the bank’s risk/return tradeoff
  • Assures that regulatory standards are met
  • Allows earnings simulation and valuation routines to naturally produce accurate results for positions
  • Models and reconciles the complex interdependent relationships of an organization’s balance sheet
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