Asset/Liability Management

MANAGE RISK TO A PRUDENT FUTURE

OUTSOURCED ASSET LIABILITY MODEL, VALUATION SERVICES, MODEL VALIDATION, CORE DEPOSIT STUDY

Many community banks do not have dynamic Asset Liability Models. For those who do run a model, either internally or through a third-party outsourcer, they are required to have an independent Model Validation (see OCC bulletin 2000-16) performed on a periodic basis. Among other assumptions, ALM models must be calibrated to use reasonable Core Deposit reprice and decay parameters.

From years of experience, S&B believes in the capabilities of VBC to perform Outsourced Modeling, Balance Sheet Valuations (including M&A/FASB ASC Topic 805 and Topics 820 & 825), Model Validations and Core Deposit Studies. S&B has consulted with, and/or recommended VBC to several clients. VBC's expertise does not only include modeling and valuing your institution, but has the significant capabilities of simulating changes to the balance sheet, including interest rate simulations and other stress testing criteria.

ASSET LIABILITY, LIQUIDITY, CONTINGENT LIQUIDITY, TREASURY, AND INVESTMENT POLICY REVIEW

S&B has extensive experience in translating risk parameters into thoughtful and in-depth policies.

ONSITE AND WEB-BASED ASSET LIABILITY EDUCATION

Do your directors fully understand asset liability and risk management? We can add needed horsepower and context to board and ALCO meetings.

ASSET LIABILITY MODEL ASSUMPTION REVIEW

When it comes to effective and precise asset liability modeling, it is not only the model, but also the assumptions that drive the output. S&B has the knowledge base and the ability to educate the management team on developing assumptions. Contact us for pricing.

CREDIT SHOCK MODEL

Directors should view their credit risk under various "stressed" scenarios.