Ambit Asset Liability Management (ALM)

Challenging market conditions put downward pressures on net interest margins of banks. Furthermore, fierce competition for deposits also limits a bank’s ability to significantly lower customer interest rates. The sub-prime mortgage meltdown also resulted in interest rate volatility, a severe reduction in secondary market liquidity, and limitations on traditional sources of funds. Banks need an internal risk measurement and pricing system that is consistent with market-based pricing mechanisms and that takes market risks into account.

SunGard can help. SunGard’s Ambit Asset Liability Management (ALM) provides an integrated risk management solution that facilitates complete multidimensional analysis of the balance sheet. Ambit ALM also allows modeling of customer behavior, economic valuation, interest rate scenarios and a wide range of other variables quickly, easily and accurately.

Visit the Ambit Asset Liability Management website for more information SunGard's asset and liability management solutions and our other Risk & Performance Management solutions.  

Features

  • Provides a modeling and simulation environment in which to run, manage and compare a large number of ‘what-if’ scenario simulations interactively
  • Delivers configurable modules on scalable, distributed processing technology
  • Allows users to build balance sheet models that measure and forecast all drivers of the business
  • Offers the industry’s only daily time series engine
  • Offers hundreds of standard reports for easy slicing, dicing and reporting of data

Benefits

  • Allows multiple analysts to work collaboratively and efficiently to measure and manage the risk return profile of the balance sheet
  • Allows users to license only those modules they need
  • Facilitates risk profile evaluation and proactive strategies, optimizing the bank’s risk/return tradeoff
  • Allows earnings simulation and valuation routines to naturally produce accurate results for positions with virtually any sequence of events and for any reporting interval
  • Reduces the time needed for simulation processing 
  • Helps user understand the relative impact of changes, balance sheet composition and model parameterization

Brochures & Datasheets