Oracle Financial Services Asset Liability Management Analytics

Oracle Financial Services Asset Liability Management Analytics covers both the asset and liability sides of the balance sheet. The focus of the solution is on the measurement and management of interest rate risk and liquidity risk. Oracle Financial Services Asset Liability Management Analytics includes a pre-built data model with over 3,000 metrics. Some of the many pre-built risk measures deployed specifically in the context of asset and liability management (ALM) reporting include:

• Value at Risk (VaR)
• Earnings at Risk (EaR)
• Probability distributions
• Static and dynamic market value, duration and convexity
• Static and dynamic gap (based on both repricing and liquidity)
• Simulated earnings projections
• Variances from benchmark projections
• Rankings and stratifications

• Ability to analyze interest rate risk through deterministic and stochastic simulation results
• Efficient storage of historical results supporting period-over-period comparative analysis and trending
• Advanced capabilities for business users to compare processes and scenarios with defined benchmarks
• Pre-defined and pre-formatted ALM reports that are delivered out-of-the-box
• Accelerated deployment with reduced cost and risk
• Ability to quickly adapt to changing business needs by integrating and leveraging existing technology investments