SS&C Algorithmics Balance Sheet Risk Management

SS&C Algorithmics Balance Sheet Risk Management provides ALM, Liquidity, FTP, and Treasury professionals with an award-winning risk system to support regulatory compliance and manage balance sheet risks. Banks are provided with modern user interfaces, sophisticated product, assumption and planning modeling, and flexible deployment options to address their finance, profitability and risk needs. The highly extensible solution support equation builders and python to efficiently model complex behavioral assumptions such as prepayment and credit loss, new volume planning assumptions, rate models and fees. Banks are able to look at the interest rate, basis, optionality, liquidity, foreign exchange, volatility and credit risks all in one place, applying deterministic, stochastic, historical and macroeconomic scenario analysis to assist in stress testing and providing strategic insights/optimization. 

In-memory reporting allows for period-on-period analysis, drill down and reaggregation of data to answer the questions the data presents, even with tens of millions of granular records. For regulatory reporting clients are provided workflow including overrides, approvals, signoffs and production of templates.

The highly scalable solution is available as a hosted SaaS option on SS&C cloud, via large cloud providers or on-premise using Big Data or 3-tier technology. Cloud bursting technology allows for hardware to be used just when it is required, supporting a significant reduction in the total cost of ownership when there are large monthly ALM or overnight Liquidity Risk runs, with hardware being under utilized the majority of the time.

Support regulatory compliance—End-to-end regulatory compliance across Interest Rate Risk in the Banking Book (IRRBB), BCBS 368, Liquidity Coverage Ratio (LCR), NSFR, ICAAP and ILAAP stress testing, capital planning and local regulations from data through to report production.

Improves performance—Runs simulations using high-performance cloud and big data technologies that are scalable and quick, managing tens of millions of banking book volumes without pooling data.

Lowers total cost of ownership (TCO)—Reduce costs using hosted cloud, cloud bursting and commodity hardware and provide access to more users through browser-based interfaces.

Increases the quality of analysis—Built upon the same framework as Algo Market Risk and FRTB, clients are provided with advanced product modeling, interest rate modeling framework including bootstrapping, and dynamic behavioral/planning assumptions through an intuitive business user application.

Simplify data management—Clients are provided with data enrichment tools, defaulting and lookup tables, pre- and post-mapping data querying, batch processing as well as ad-hoc sandboxing, optional data pooling, reconciliation, pre-run period-on-period balance checks, permissions and audit.

Learn more about the SS&C Algorithmics Cloud Platform