Asset Liability Management Software

Take control of your Asset & Liability and Treasury Management

Protecht.ALM is an easy to implement and use Asset & Liability and Treasury Management (ALM) solution with the flexibility and capability to suit the needs of any organisation, whether it be a comprehensive ALM risk system or stand-alone treasury management system. It also comes with the advice, support and experience of our highly skilled risk management professionals to ensure that you achieve the best possible risk framework.

 

Module Showcase Protecht.ALM

Overview
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Integrated Asset Liability Management (ALM) & Treasury Management System (TMS)

Protecht.ALM is an easy to implement and use Asset & Liability and Treasury Management solution.

Market Risk
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Market Risk Module

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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Earnings at Risk Module

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

Treasury
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Treasury Management

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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Stress Testing Module

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

Analytics
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Analytics

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.

Features

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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.

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Limits

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

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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.

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Support

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

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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.

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Workflow

Automate notifications of specific activity to the right staff.

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Accounting

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

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Configuration

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

What our clients are using us for

  • health iconPortfolio Management
  • cashflow iconTreasury Accounting
  • cashflow iconStress Testing
  • cashflow iconMarket Valuation
  • cashflow iconCashflow Management 
  • cashflow iconVaR, PVBP, EaR
  • more icon...and more!

Case Studies

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Click the link to read the case study, where Erik Gates, Director of Prudential Investment Services Corp, explains how they are utilising Protecht.ALM to face the challenges in his business.

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