k-ALM - toolkit
k-ALM tool-kit and software framework is used by a number of small- and medium-sized banks for the following functions:-
Business planning - preparing the annual budget and strategic business plan (3 to 5 years)
Capital stress testing - evaluating the capital adequacy under various stress scenarios, which can also be used for the ICAAP exercise
Liquidity stress testing - evaluating the adequacy of liquidity resources, LCR, NSFR, survival days and refinancing requirements under various stress scenarios
Funds transfer pricing - analysing the bank’s fund transfer pricing for both the assets and liabilities
Interest rate risk on the banking book - calculation of the impact of interest rate movement on the bank’s profitability
Daily capital and liquidity management - evaluation of the bank’s capital adequacy and liquidity buffer (including forward looking analysis) on a daily basis
Data warehouse - a data warehouse that can be used for analysing various trends, which acts as one of the decision making inputs for the bank’s Asset and Liability Committee (ALCO) and Executive Committee (EXCO)