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All tasks and services of a bank make part of Asset and Liability Management (ALM). Every single deal or transaction creates liquidity and risk. These risk positions need to be bundled, made transparent, and the risk quantified and managed. ALM requires the IT department to supply all relevant data in a consistent, complete, and online fashion, and allow back office and customer departments to drill down on any deals to know their contribution (a.k.a. attribution analysis or back-tracing), ideally in real time (online) instead of T+1 or T+N. These requirements have made ALM particularly challenging. Ultipa ALM system addresses such challenges with real-time high-density graph computing and offers superior agility, flexibility, and unprecedented A&L management and monitoring features that help ALM & Treasury department stay on top of their business data with deepest possible insights.

Pain Points

Banks have long been suffering from the pain points of traditional ALM system.

Sheer Computing Complexity

ALM has been traditionally a high-latency and low- frequency practice for most banks (or enterprises), mainly due to large volumes of data involved and computational complexity of attribution analysis, indicator computation or cross-indicator analytics.

Coarse Granularity, Poor Flexibility

Traditional ALM systems built on top of RDBMS, big-data or lake-house frameworks share a common pitfall – cartesian product due to the joining(s) of multiple tables. When multiple tables must be joined during the attribution analysis (or back-tracing, simulation, stress testing, etc.) process, these ALM systems tend to run extremely slow, making it impossible to penetrate or correlate data for value extraction. This widely shared common pitfall on the IT infrastructure level has seriously bogged down any enterprise’s capability to drill down on their valuable ALM data.

No End-to-End Solution

Basel III mandates a full spectrum of regulatory requirements that banks are having hard times coping with. Without end-to-end solution, banks are risking having difficult times managing their infrastructure, datasets, reporting mechanisms in a unified, timely and effective way.

Innovation

Ultipa offers next-gen ALM/BI killer app solution that empowers banks, financial institutions and enterprise customers to have 360-degree overview of their assets and liabilities, and be proactive with their financial planning, pricing, budgeting, ROI, liquidity risk and indicator analysis, predication and management, including but not limited to deposits, loans, RWA, EVA, RAROC, LCR, Internet Rate, NII/NIM, capital, AUM, FTP, leverage-ratio and any other Basel-III compliant ALM indicators.

  • Hardcore Performance Gain
  • Full Spectrum of Indicators
  • Superior Interpretability
  • End-to-End Solution

Hardcore Performance Gain

Powered with real-time graph computing, Ultipa ALM can be done with significant performance gain and augmented intelligence. The table below shows the main differences between Ultipa Graph ALM and traditional ALM systems:

ALM Comparison MatrixUltipa Graph ALMTraditional ALM Systems
Typical Latency<2sT+1 or longer
IT ArchitectureGraph ComputingRDBMS/Big-data or Lakehouse
Data GranularityFinest, single deal/trxAggregated
# of Indicators2,000<
Development ProcedureNo-codeSQL + Excel
Explainability (White-Box)YesNo (Black-box)
Attribution/Contribution AnalysisYes, real-timeNo, or T+N
Back-tracingYes, real-timeNo, or T+N
Stress-Testing/SimulationYes, real-timeNo, or T+N
Visualization3DHeadless, Excel-based
Cross-Indicator AnalysisYesNo (impossible to implement)

The diagram below illustrates why traditional RDBMS-centric IT infrastructure can’t handle ALM, because the sheer computing complexity of any attribution/contribution analysis prevents RDBMS from generating meaningful results in a timely manner:

img

RDBMS/DW vs. Graph DB in ALM data analytics

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Overall system architecture of graph-powered ALM platform

Full Spectrum of Indicators

Ultipa Graph ALM system is capable of managing all Basel III mandated factors, including, but not limited to:

  • Liquidity Risk such as LCR
  • Risk Weighted Asset (RWA)
  • Product related: Deposits, Loans, FTP, product-pricing, etc.
  • Interest related, such as NII, NIM, etc.
  • AUM
  • RAROC, EVA, etc.
  • Leverage Ratio
  • KPI and ROI related

Superior Interpretability

All those aforementioned factors or indicators can be managed, computed, displayed, simulated, and back traced to its finest granularity in a fully explainable fashion, and in a highly interactive no-code way that business personnel can operate and experience in a smooth-operating Web GUI, as illustrated in the below diagram:
img

Ultipa Graph ALM System with 3D highly interactive web GUI

End-to-End Solution

The Ultipa ALM solution offers lightning-fast white-box explainable graph computing against finest granularity financial data, real-time back-tracing, scenario simulation, decision-making, stress testing, contribution analysis and reporting, all of which offered in a highly visualized and interactive way to allow treasury and ALM professionals to stay on top of their valuable assets and liabilities with the help of graph augmented intelligence.

Significance

Ultipa ALM offers off-the-shelf end-to-end solution to our bank customers to help comb through their infrastructure, data, and reporting mechanism, and fill in the gaps in between with our real- time, graph database empowered, white-box, highly visualized and highly intuitive solution. It goes way beyond the basic needs of regulatory compliance, but also satisfying business growth needs via deep correlation and 360-degree quantifiable insights of your crucial ALM data.

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