k-ALM.jpg

k-ALM

®

k-ALM is a highly customisable software framework and tool-kit developed by Katalysys. This can be used for stress testing, “what-if” modelling and prudential risk management (capital, liquidity, interest rate risk and funds transfer pricing).

The highly agile framework provides various deployment options including cloud hosting, local Web application hosting, or even as an Excel based solution in a control environment; with the data warehouse using Microsoft database technologies.

k-ALM - toolkit

Featured
SVB and Risk Management in the Current Climate

Management of liquidity risk and IRRBB in the current climate.

Read More →
Funds Transfer Pricing

Funds Transfer Pricing (FTP) plays a crucial part of the process of setting both retail and commercial interest rates. This Insight provides a brief overview of the overall FTP process and how Katalysys can help small- and medium-sized banks implement such a process.

Read More →
Regulatory reporting transformation

Katalysys's Regulatory Reporting Transformational Programme (RRTP) is an integrated and holistic approach to regulatory reporting. We do not view this as just a simple automation exercise, and look at all aspects across the organisation that contribute to accurate and timely regulatory reporting.

Read More →
How can we help you?

How can we help you?

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)