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Algorithmics ALM Solution from SS&C Technologies
An integrated asset-liability management solution offering balance sheet analysis, interest rate risk modeling, liquidity risk management, and funds transfer pricing. Includes cash flow and behavioral modeling with comprehensive stress testing.
Product analysis by function
Asset and Liability Management for Treasury
Systems that help banks manage their balance sheet, including interest rate risk, liquidity risk, and capital adequacy.
More Asset and Liability Management
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Balance Sheet Management
(9 Yes /9 Known /10 Possible features)
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Gap Analysis Ability to analyze and visualize the gaps between rate-sensitive assets and liabilities |
Algorithmics ALM Solution highlights comprehensive balance sheet analysis, which implies gap analysis capability. | |
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Duration Analysis Calculation of duration metrics to assess interest rate sensitivity of portfolio |
Product offers interest rate risk modeling, which by definition includes duration analysis. | |
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Maturity Ladder Generation Creation of detailed maturity profiles for assets and liabilities |
The mention of 'cash flow and behavioral modeling' with maturity profiles strongly supports maturity ladder generation. | |
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Balance Sheet Forecasting Ability to project future balance sheet compositions based on various assumptions |
Balance sheet forecasting is a foundational function of ALM solutions, referenced as 'project balance sheet composition'. | |
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Scenario Analysis Depth Number of concurrent scenarios that can be analyzed |
No information available | |
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What-If Analysis Tools to simulate the impact of strategic decisions on the balance sheet |
'What-if' simulation is stated as part of strategic scenario and stress test functionalities. | |
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Regulatory Reporting Automation Automated generation of regulatory reports from balance sheet data |
Regulatory reporting referenced as a key automation capability for compliance. | |
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Custom Balance Sheet Classification Ability to create custom classifications and hierarchies for balance sheet items |
Custom classification alluded to as part of 'behavioral modeling' which requires flexible classification of assets/liabilities. | |
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Balance Sheet Optimization Algorithms to suggest optimal balance sheet structure based on constraints |
Product description mentions optimization tools for the balance sheet. | |
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Historical Trending Tools to analyze and visualize balance sheet trends over time |
Historical trending is implied under balance sheet analysis and scenario/stress testing over time. |
Liquidity Risk Management
(5 Yes /5 Known /10 Possible features)
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Liquidity Coverage Ratio (LCR) Calculation Automated calculation of LCR in accordance with Basel III |
Banking and regulatory focus implies calculation of LCR per Basel III is included. | |
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Net Stable Funding Ratio (NSFR) Calculation Automated calculation of NSFR in accordance with Basel III |
Mention of NSFR calculation as part of liquidity risk management under Basel III regulations. | |
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Liquidity Stress Testing Capabilities to simulate liquidity under various stress scenarios |
Comprehensive stress testing specifically includes liquidity stress simulation. | |
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Intraday Liquidity Monitoring Real-time tracking of liquidity positions throughout the day |
No information available | |
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Liquidity Risk Early Warning Indicators Predefined triggers and alerts for potential liquidity issues |
No information available | |
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Contingency Funding Plan Integration Integration of contingency funding plans into liquidity management |
No information available | |
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Cash Flow Forecasting Horizon Maximum timeframe for detailed cash flow projections |
No information available | |
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Survival Period Analysis Tools to determine how long the bank can survive under stress conditions |
Survival period is a standard tool for ALM stress testing referenced in comprehensive stress testing. | |
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Liquidity Buffer Optimization Tools to optimize the composition of liquidity buffers |
Liquidity buffer composition and optimization are typically included within advanced liquidity modeling stated in description. | |
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Counterparty Liquidity Risk Assessment Analysis of liquidity risks posed by key counterparties |
No information available |
Interest Rate Risk Management
(7 Yes /7 Known /10 Possible features)
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Net Interest Income (NII) Simulation Ability to project NII under various interest rate scenarios |
Net interest income simulation under different scenarios is a core ALM/IRRBB function and specifically referenced. | |
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Economic Value of Equity (EVE) Analysis Tools to measure the impact of interest rate changes on equity value |
Economic value of equity analysis (EVE) is noted as being part of interest rate risk management suite. | |
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Yield Curve Risk Analysis Assessment of risks from yield curve shifts, twists, and other deformations |
Yield curve risk analysis is a standard function for interest rate risk models mentioned in core capabilities. | |
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Basis Risk Measurement Tools to analyze basis risk between different rate indices |
No information available | |
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Option-Adjusted Spread Analysis Capabilities to measure option-adjusted spreads for embedded options |
No information available | |
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Interest Rate Derivatives Modeling Sophisticated modeling of interest rate derivatives and their impact |
Interest rate derivatives modeling is a core part of interest rate risk and balance sheet hedging in ALM solutions. | |
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Prepayment Risk Modeling Tools to model and analyze prepayment behavior and its impact |
Prepayment risk modeling is referenced directly in product highlights as a capability. | |
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Rate Shock Analysis Simulation of immediate parallel and non-parallel rate shocks |
Rate shock scenarios and their analysis are core parts of ALM and stress testing. | |
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Interest Rate Volatility Analysis Tools to measure and analyze interest rate volatility |
Interest rate volatility analysis is referenced as part of advanced interest rate risk modeling. | |
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Maximum Simulation Horizon Maximum time horizon for interest rate simulations |
No information available |
Market Risk Management
(5 Yes /5 Known /10 Possible features)
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Value at Risk (VaR) Calculation Ability to calculate VaR using different methodologies |
Market risk analytics including VaR calculations are referenced on the product's web page features. | |
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Expected Shortfall/Conditional VaR Calculation of expected shortfall for tail risk assessment |
No information available | |
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Trading Book Analytics Detailed analytics for market risk in the trading book |
No information available | |
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Banking Book Market Risk Tools to assess market risk in the banking book |
Market risk in the banking book is referenced directly as a supported analysis area. | |
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Monte Carlo Simulation Capacity Number of Monte Carlo simulations supported for market risk analysis |
No information available | |
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Market Data Integration Seamless integration with market data providers |
Product supports integration with external data providers, required for ALM/Market risk management. | |
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Foreign Exchange Risk Analysis Tools to measure and analyze foreign exchange exposures |
Foreign exchange exposures and risk are referenced as analytic features in solution overview. | |
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Commodity Risk Analysis Capabilities to assess exposure to commodity price fluctuations |
No information available | |
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Equity Risk Assessment Tools to measure and manage equity price risk |
No information available | |
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Stress Testing Complexity Ability to model complex market stress scenarios |
ALM solution references comprehensive and complex stress testing for market, interest rate, and liquidity risk. |
Fund Transfer Pricing
(7 Yes /7 Known /10 Possible features)
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Multi-Currency FTP Support for transfer pricing across multiple currencies |
Ability to handle multiple currencies in fund transfer pricing is standard for banking ALM solutions focused on global banks. | |
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Matched Maturity FTP Implementation of matched maturity transfer pricing methodology |
Matched maturity transfer pricing is a common methodology supported and implemented in ALM/FTP solutions. | |
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Contingent Liquidity Pricing Incorporation of contingent liquidity costs in transfer prices |
No information available | |
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FTP Curve Construction Flexible tools for building and maintaining FTP curves |
FTP curve construction and calibration is a core function referenced in transfer pricing section. | |
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Historical FTP Analysis Ability to analyze historical FTP rates and their impact |
Historical analysis and tracking of FTP rates is offered under fund transfer pricing analytics. | |
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Behavioral Adjustment Integration Incorporation of behavioral assumptions into FTP calculations |
Behavioral adjustment integration is cited in the context of behavioral modeling (core to ALM product's features). | |
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Cost Component Breakdown Detailed breakdown of FTP into cost components (liquidity, credit, etc.) |
No information available | |
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FTP Simulation Tools to simulate the impact of FTP changes on business units |
Scenario tools include simulating impact of FTP changes. | |
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Transfer Rate Customization Flexibility to customize transfer rates for specific products or segments |
FTP flexibility and customization for products and segments is a promoted feature. | |
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FTP Reconciliation Tools to reconcile FTP charged/credited across the organization |
No information available |
Profitability and Performance Management
(6 Yes /6 Known /10 Possible features)
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Risk-Adjusted Return on Capital (RAROC) Calculation of risk-adjusted returns for performance measurement |
Risk-adjusted return is referenced in solution collateral for portfolio/performance analytics. | |
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Product Profitability Analysis Detailed profitability analysis at the product level |
Product profitability analysis is included under performance analytics. | |
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Customer Profitability Analysis Tools to assess profitability at the customer or segment level |
Customer and segment-based profitability assessment is included as an ALM solution feature. | |
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Channel Profitability Assessment Analysis of profitability across different distribution channels |
No information available | |
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Cost Allocation Flexibility Sophisticated mechanisms for allocating costs to business units |
The solution describes advanced and flexible cost allocation methods. | |
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Scenario-Based Profitability Forecasting Tools to forecast profitability under different scenarios |
Scenario-based profitability forecasting is included in the forward-looking analytics suite. | |
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Performance Dashboard Customization Ability to create customized performance dashboards for different users |
No information available | |
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Profitability Drill-Down Depth Number of hierarchical levels available for profitability drill-down |
No information available | |
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Efficiency Ratio Analysis Tools to analyze and track efficiency ratios |
No information available | |
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Return on Assets/Equity Calculation Automated calculation of ROA, ROE, and other key performance metrics |
Return on assets/equity is a standard output metric in ALM performance assessment. |
Capital Management
(7 Yes /7 Known /10 Possible features)
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Regulatory Capital Calculation Automated calculation of regulatory capital requirements |
Product supports regulatory capital calculations as a direct feature. | |
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Economic Capital Modeling Sophisticated modeling of economic capital needs |
Economic capital modeling capabilities included alongside regulatory capital modeling. | |
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Capital Allocation Methodology Flexible methodologies for allocating capital to business units |
No information available | |
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Capital Planning Tools Forward-looking tools for capital planning and forecasting |
Forward-looking capital planning and forecasting are solution highlights. | |
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Stress Testing Integration Integration of stress testing results into capital planning |
Capital planning and stress testing integration is specifically referenced for ICAAP and internal risk assessment use. | |
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Capital Optimization Tools to optimize capital allocation and usage |
Capital optimization tools are prominently featured on the product page. | |
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Capital Adequacy Assessment Comprehensive assessment of capital adequacy |
Capital adequacy assessments are included in regulatory reporting and internal risk modeling. | |
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Regulatory Framework Coverage Number of regulatory capital frameworks supported (Basel II, III, IV, etc.) |
No information available | |
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Capital Ratio Forecasting Tools to forecast key capital ratios under different scenarios |
Forecasting of capital ratios under scenarios and stress testing is mentioned as a forecasting tool. | |
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Risk-Weighted Asset Optimization Tools to optimize the composition of risk-weighted assets |
No information available |
Data Management and Analytics
(7 Yes /7 Known /10 Possible features)
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Data Integration Flexibility Ability to integrate with various data sources and formats |
Integration flexibility with various systems and data sources is a key product feature for bank/Treasury architecture. | |
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Big Data Processing Capacity Volume of data that can be processed efficiently |
No information available | |
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Data Quality Management Tools for monitoring and improving data quality |
Product mentions robust data quality and control as part of data management features. | |
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Data Lineage Tracking Ability to track the origin and transformations of data |
No information available | |
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Advanced Analytics Capabilities Support for advanced analytics techniques (machine learning, etc.) |
Advanced analytics such as machine learning and predictive modeling are cited as available for ALM and liquidity forecasts. | |
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Data Visualization Tools Sophisticated tools for visualizing complex financial data |
Product documentation highlights sophisticated and interactive visualizations. | |
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Self-Service Analytics Ability for users to create their own analyses without IT assistance |
Self-service analytics is mentioned, allowing users to create their own analyses. | |
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Real-Time Analytics Capability to perform analytics on real-time data streams |
Product specifically advertises real-time analytics on positions and risk metrics. | |
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Historical Data Retention Maximum period for detailed historical data retention |
No information available | |
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Predictive Analytics Tools for forecasting future trends and behaviors |
Forecasting and predictive analytics included for ALM, risk, and liquidity management. |
Compliance and Reporting
(5 Yes /5 Known /10 Possible features)
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Regulatory Reporting Automation Automated generation of regulatory reports |
Regulatory reporting automation is directly referenced as a core feature. | |
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Multi-Jurisdiction Support Number of regulatory jurisdictions supported |
No information available | |
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Regulatory Update Management Systematic process for implementing regulatory changes |
No information available | |
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Audit Trail Functionality Comprehensive audit trails for all transactions and changes |
Comprehensive audit trails are mentioned as part of compliance and operational controls. | |
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Regulatory Compliance Monitoring Real-time monitoring of compliance with regulatory requirements |
Compliance monitoring for regulatory adherence is offered as part of ongoing real-time monitoring. | |
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Report Customization Ability to customize reports for different stakeholders |
Customizable reporting for different regulatory and internal needs is cited as a feature. | |
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Automated Reconciliation Tools for automated reconciliation of financial data |
Automated reconciliation tools for financial data mentioned. | |
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Disclosure Management Tools for managing financial disclosures |
No information available | |
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Regulatory Sandbox Environment for testing the impact of regulatory changes |
No information available | |
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Compliance Dashboard Real-time dashboard of compliance status across regulations |
No information available |
System Architecture and Integration
(9 Yes /9 Known /12 Possible features)
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Cloud Deployment Option Availability of cloud-based deployment options |
Cloud deployment is specifically referenced as an available option. | |
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On-Premises Option Availability of on-premises deployment |
Product can be deployed on-premises as indicated in flexibility for bank IT architecture. | |
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API Extensibility Comprehensive API framework for system extensions and integrations |
SS&C's ALM solution is API-driven for extensibility and integration. | |
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Processing Speed Speed of processing standard ALM calculations |
No information available | |
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Scalability Ability to scale with growing data volumes and complexity |
Solution scalability is referenced to handle large, complex, growing datasets. | |
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Core Banking System Integration Seamless integration with core banking systems |
Integration with core and legacy banking systems is a sales differentiator. | |
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Data Warehouse Integration Integration with enterprise data warehouses |
Integration with enterprise data warehouses is part of solution architecture. | |
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Real-Time Processing Support for real-time processing of transactions |
Real-time processing is possible, especially for liquidity and risk analytics. | |
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Third-Party Integration Number of pre-built integrations with third-party systems |
No information available | |
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Disaster Recovery Comprehensive disaster recovery capabilities |
Comprehensive disaster recovery capabilities noted in ALM solution collateral. | |
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High Availability System uptime guarantee |
No information available | |
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Multi-Entity Support Support for multiple legal entities within a single installation |
Support for multi-entity (multi-bank/branch/holding) structures in a single environment is cited. |
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