Bank Assets & Liability Management
Overview
In today's volatile global market, staying compliant with an ever-increasing number of financial regulations can be a daunting task, especially when it comes to Asset Liability Management (ALM). At Surya FinTech, we understand the challenges that come with managing your ALM obligations. That's why we offer a cutting edge ALM solution that helps you stay ahead of the curve by addressing continuously evolving regulations for a wide range of financial products.
BALM provides you with the necessary insights to make informed decisions that will keep your business in line with the latest regulations, allowing you to focus on what matters most - your customers.
Features
Liquidity Risk
Graphical analysis, gap analysis, tolerance analysis, cost to close, short-term dynamic, MCO and comparative analysis.
Interest Rate Risk
Traditional and duration gap, NII sensitivity analysis, tolerance, PVE and MVE analysis, and comparative analysis.
Forex Risk
NOP, Impact analysis, multi-currency and translation risk reports.
Scenario Generation & Analysis
User defined and pre-built scenarios which includes rollover, prepayment, run-offs, contingency planning etc.
ALCO Process Support
Manage meetings, record and track minutes of ALCO meetings.
Financial Analytics
Key ratios builder, trends and comparisons, monthly average balance, along with regulatory and other custom reports.
Liquidity Stress Testing
Asses the likely impact on liquidity gap due to adverse economic scenarios.
Regulatory Reports
Out of the box standard ALM regulatory reports pack for Central Bank compliance in various jurisdictions.
Income Simulation
Overview
Surya Fintech's Income Simulator is a powerful tool for financial institutions looking to gain insights and drive decision-making through forecasting the income. The Income Simulator generates accurate income and expense forecasts through the use of multiple simulations that enable realistic, pessimistic, and optimistic forecast tracking.
Insights are derived from both determinate and indeterminate maturity products, ensuring that businesses have a comprehensive view of their financial position. Our simulator also performs Asset-Liability Balancing and validates business plans to ensure there are no gaps, creating synthetic contracts if necessary to provide a realistic forecast.
With our Income Simulator, financial institutions can analyze the impact on NII due to interest rate repricing, premature closures of loans and deposits, and more. Scenario analysis with rate shocks, forecast rate sets, and business targets is also possible, making our Income Simulator an essential tool for banks looking to stay ahead of the curve.
Features
Define Simulation Parameters
Graphical analysis, gap analysis, tolerance analysis, cost to close, short-term dynamic, MCO and comparative analysis
Plans for Contracted Maturity COA
Traditional and duration gap, NII sensitivity analysis, tolerance, PVE and MVE analysis, and comparative analysis
Plans for Indeterminate Maturity COA
NOP, Impact analysis, multi-currency and translation risk reports
Define Parameters for Rollover
User defined and pre-built scenarios which includes rollover, prepayment, run-offs, contingency planning etc.
Parameters for Premature Closures
Manage meetings, record and track minutes of ALCO meetings
Run Simulation
Key ratios builder, trends and comparisons, monthly average balance, along with regulatory and other custom reports
Assemble Parameters into a Run
Asses the likely impact on liquidity gap due to adverse economic scenarios
Generate Simulation Reports Summary
Out of the box standard ALM regulatory reports pack for Central Bank compliance in various jurisdictions.
Generate Simulation Reports Detail
Out of the box standard ALM regulatory reports pack for Central Bank compliance in various jurisdictions.
Behavioral Analysis
Overview
Behavioral Analysis (BA) is an essential tool for financial institutions looking to conduct historical analysis of their products to apply the right assumptions for Balance Sheet modeling. By analyzing the behavioral characteristics of both term and non-term products, the BA module assists banks in identifying core and volatile deposits, overdrafts, and loans.
BA also provides analysis of term deposits pre-mature and rollover patterns, as well as prepayment analysis for loans. Additionally, the BA module facilitates analysis of LC Devolvement and BG invocation, ensuring banks have a comprehensive view of their financial position. With BA, banks can make informed decisions by applying the right assumptions for financial modeling based on historical behavioral analysis of their products.
Features
De-trending of Daily Balances
Graphical analysis, gap analysis, tolerance analysis, cost to close, short-term dynamic, MCO and comparative analysis
Provision of Backfilling
Traditional and duration gap, NII sensitivity analysis, tolerance, PVE and MVE analysis, and comparative analysis
Multiple Model Configurability
NOP, Impact analysis, multi-currency and translation risk reports
Generation of Multiple Analysis Results
User defined and pre-built scenarios which includes rollover, prepayment, run-offs, contingency planning etc.
Support for Stressed Gaps
Manage meetings, record and track minutes of ALCO meetings
Back Testing
Key ratios builder, trends and comparisons, monthly average balance, along with regulatory and other custom reports
Funds Transfer Pricing
Overview
FTP is a highly flexible management accounting tool that allows banks to measure and evaluate net interest margin and profitability across assets and liabilities. Our FTP product takes data at an account level and has the ability to aggregate to different reporting dimensions such as branch, product, business line, relationship manager, and more.
The system is also capable of deriving the monthly average balance at the account level, allowing for accurate FTP rate calculation. With the ability to set up FTP methodologies of varying degrees of complexity, our engine is designed to be highly flexible and can assign distinct FTP rates for various pools based on product and customer mix. Overall, our FTP solution is a powerful tool for performance evaluation, product pricing, and appropriate cost allocation.
Features
Multi-Dimensional Profitability Analysis
Measure profitability through various dimensional reports (branch/product/business line/RM/customer).
FTP Methodologies
Supports an exhaustive set of FTP methods available out of the box such as “Matched Term”, “Cashflow Based”, “Assigned Rate”, “Margin Based”, “Spread Locks” and more.
FTP Curve Setup
Takes account level average balances along with base curve and adjustment curve rates to compute the transfer pricing spreads made against the contractual interest rates.
Cost Allocation
Distributing different type of costs i.e., Direct and Indirect and allocation of such costs to different business unit using rule-based allocation method and cost drivers.
Reporting
Generate reports and analyses on FTP interest and final FTP rate, profitability, division of spread, business unit FTP, and net income calculation.
Parameter-Driven
Allow base, yield curve, branch, and business line definitions.
Planning & Forecasting
Overview
Financial budgeting and forecasting are vital pillars for the financial control of any enterprise. Interest income and expenses are key factors driving growth and stability, along with other fee based income and expenses.
Surya's Planning and Forecasting System (PFS) helps budget, forecast and measure performance with automation of data collection and management to prepare budgets, plan benchmarks, forecast costs and revenues and compares actual performance with budgets and benchmarks.
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It enables you to meet your end-to-end budgeting and forecasting requirements by accurately modeling budgeted and forecasted values on balance sheets and profit and loss. It also helps evaluate financial performance on a daily basis and mitigate risks with financial planning to increase productivity and performance with better day-to-day visibility of financial performance. The system can interface with any general ledger system to receive actual data and allows you to set financial targets by creating an unlimited number of forecasts.
Features
Multi-Dimensional Profitability Analysis
Workflow-based budgeting on multiple budgets, drafts, comparisons, balance sheets, and associated profit and loss.
FTP Methodologies
Forecasting that includes market movements based on actual or budgeted data, statistical analysis, and business unit hierarchy
FTP Curve Setup
Reports that provide comparisons between actual performance with budgets and forecasts, and on budget variances