Oracle Financial Services Asset Liability Management

The asset liability management solution allows financial institutions to get an accurate view of their profitability and earnings stability as well as the overall risk exposure of their balance sheet.

Maximize your risk-adjusted returns with asset liability analytics.

Explore Asset Liability Management’s product features

Unlock your balance sheet’s potential with the industry’s leading analytical engine

  • Benefit from full balance sheet and income statement modeling, expressed in an intuitive, visual structure.
  • Accurately model virtually any financial instrument in any currency down to the transaction level via a high-performance, scalable, common cash flow engine.
  • Calculate market values, incomes, equity, and capital as well as liquidity levels, trends, and ratios in a variety of scenarios.
  • Forecast the future using full income simulation with profitability via FTP margin calculations.
  • Combine income simulation with interest rate gap and liquidity in a single forecasting concept.

Capture dynamic market behaviors and integrate seamlessly with your company’s data

  • Describe any market environment with fully customizable yield curves modeled in both deterministic and stochastic forecasts.
  • Use powerful Monte Carlo processing with Vasicek, extended Vasicek (Hull-White), Merton, and Ho-Lee term structure models for stochastic modeling.
  • Model sophisticated foreign currency environments with a multicurrency platform with several exchange methodologies.
  • Unlock rate-driven behaviors with fully customizable economic indicators.
  • Gain valuable balance sheet insights with scenario-dependent behavioral rules.
  • Value embedded explicit or implicit options using user-defined volatility structuring and shocks.
  • Satisfy regulatory reporting with preconfigured IRRBB standardized approach scenarios and currencies.

Model assumptions for any instrument or rate environment

  • Create multifactor prepayment models that can be tailored to vary based on specific individual instrument characteristics, including seasonality, age, rate, and reprice information.
  • Apply customized prepayment assumptions directly to the detail level.
  • Indeterminate maturity products such as deposits are modeled based on core and volatile runoff categories under terms you define, including rate sensitivity and seasonality—uniquely assigned directly to the instrument level.
  • Integration with AD&Co’s LoanDynamics Model is available.

Satisfy global and local regulatory, capital, and ESG requirements

  • Navigate fluid regulatory environments with both preconfigured and configurable input parameters and reporting templates.
  • Oracle’s solution is IRRBB standardized approach enabled and enhanced approach ready.
  • Satisfy virtually any legal, supervisory, or compliance framework with powerful, customizable modeling and reporting features.

State-of-the-art business intelligence at your fingertips

  • Leverage interest rate risk–specific dashboards, standard monthly management and regulatory reports, and a robust environment for ad hoc reporting.
  • Oracle’s asset liability management analytics solution contains a prebuilt data model with more than 3,000 metrics, 60 dashboards, and 100 seeded reports.
  • View metrics for historical trends—including benchmarks for processes, scenarios, or rates and benchmarks for changes in value and relative percentage changes—in any time frame you choose.
  • Standard reports and dashboard elements such as market value of equity, duration of equity, repricing gaps, liquidity gaps, income simulation results, value at risk, and earnings at risk are used to evaluate interest rate risk.
  • Full audit capabilities allow drill-down and drill-across navigation from aggregated results down to the results level of detail.

Why choose Oracle Financial Services Asset Liability Management?

01Deliver actionable customer and product profitability insights

Get a clear, full view of profitability, earnings, and the overall risk exposure of the balance sheet.

02Actively incorporate risk into decision-making

Translate current- and future-state risk and profitability scenarios into comprehensive decisions.

03Deliver pervasive intelligence throughout the enterprise

Incorporate and deliver reliable enterprise intelligence for asset liability management modeling.

04Promote a transparent risk management culture

Generate verifiable, timely, and actionable results, and promote a credible risk management culture.

Find resources and more

Managing IRRBB to stabilize a bank’s earnings and capital base

Learn more about why the BCBS enhanced Pillar II approach for interest rate risk in the banking book could send the wrong signals.

Read the business brief (PDF)

View our modern risk and finance resource kit

Browse risk and finance ebooks, webinars, videos, and more.

Explore the resource kit (PDF)

Get started with Oracle Financial Services Asset Liability Management

Watch financial services webcasts

Discover live and on-demand webcasts that help you explore financial services topics in depth.


Keep up with the latest trends across the financial services landscape.

Contact sales

Talk to a team member about Oracle Financial Services Asset Liability Management.