Asset Liability Management
Full Service ALM Strategies
Tuff Risk provides much more than in-depth interest rate risk analyses to our clients. Tuff Risk offers a team of Asset Liability Management (ALM) professionals to ensure your financial institution has the depth and experience to ensure interest rate risk is expertly managed in all economic environments.
Tuff Risk strives to be an important component of your senior management team, providing insight as to risk management, new product and pricing strategies. At the same time, Tuff Risk will ensure your existing financial margin is safeguarded, regardless of the interest rate environment. Our true and more challenging objective however is to make the credit union more profitable.
Tuff Risk has proven time and time again that it can and does add value to its clients' bottom line; thereby transposing our services into a corporate asset verses the traditional view of as expense.
Data Security
Tuff Risk also offers the highest level of data security, one of the most important considerations in selecting a third party ALM provider. Whereas other providers may provide the security of a firewall, few exceed the North American Gold Level Standards adopted for IT security.
Communication and Service Levels
Tuff Risk prides itself on the level of service delivered and the manner in which very complex strategies are communicated to the various members of senior management , the Asset Liability Committee (ALCO) and to Board members. Every Tuff Risk ALM analysis undertaken is followed up with a detailed and in-depth strategic review with senior management.
Experience
With over 17-years experience analyzing and managing interest rate risk, Tuff Risk knows when the "answer" given by a software "package" does not make sense. We pride ourselves in our ability to accurately translate your operations into an accurate interest rate risk model and our ability to communicate these complex risks in a common language.
Technology
Tuff Risk utilizes SunGard's Ambit ALM & Market Risk Management software, one of the most sophisticated Asset Liability Management software programs in the world.
Asset Liability Management Reporting | ||
Short-Term Risk | ||
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Structural Risk Analysis | Monte Carlo Income Simulations |
| Rate Shock Analysis | Earnings-at-Risk (EaR) |
| Gap Analysis | Percent of Margin |
Long-Term Risk | ||
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Yield Curve Analysis | Duration and Market Value Analysis |
| Economic Value at Risk (EVaR) | |
Net Interest Income (NII) Projections | ||
Recommendations Based on Current ALM Policy, as well as Tuff Risk ALM Measures and Standards | ||
ALM Report Overview Conference Calls on every ALM Report | ||
