Asset & Liability Management
ALM Graph System
World's first real-time graph computing powered ALM system. Unprecedented performance, cross-indicator attribution analysis, flexibility, and deep insights.
Every Transaction Creates Risk
All tasks and services of a bank make part of Asset and Liability Management. Every single transaction creates liquidity and risk. These risk positions need to be bundled, made transparent, and the risk quantified and managed.
Data Consistency
Need for consistent, complete, and online data availability across all systems
Deal Drill-Down
Requirement to drill down on deals to understand individual contribution
T+N Delays
Demand for real-time versus T+1 or T+N reporting capability
Risk Transparency
Complex risk bundling and transparency requirements across indicators
Deep-Link Analysis
All Indicators Are Connected
From a broader spectrum of ALM, banks need a better overview of how multiple indicators are related and interact with each other. Being able to conduct deep-link analysis against all metrics is both pivotal and beneficial.
LCR
Liquidity Coverage Ratio
Basel III liquidity compliance metric
NIM
Net Interest Margin
Profitability of lending activities
RWA
Risk-Weighted Assets
Capital adequacy calculation base
RAROC
Risk-Adjusted Return on Capital
Performance measurement metric
EVA
Economic Value Added
True economic profit measure
FTP
Funds Transfer Pricing
Internal pricing mechanism
AUM
Assets Under Management
Total managed asset value
KPIs
Key Performance Indicators
Business performance metrics
The Solution
Graph-Powered ALM System
Ultipa offers a real-time, graph database empowered, white-box, highly visualized and intuitive solution that goes beyond basic regulatory compliance, satisfying business growth needs via deep correlation analysis.
Real-time Attribution Analysis
Drill down on any deal to understand its contribution to overall risk and performance in real-time, not T+N days.
White-box Transparency
Full explainability of calculations with complete audit trails. No more black-box systems that hide the logic.
Cross-indicator Analysis
See how changes in one metric impact others across LCR, NIM, RWA, RAROC, EVA, FTP, and all KPIs simultaneously.
Interactive 3D Visualization
Highly intuitive dashboards powered by Ultipa Manager for exploring complex ALM relationships visually.
Proven Results
Deployed with Major Banks Worldwide
Ultipa's ALM system has been deployed with large commercial and retail banks, including Systemically Important Banks (SIBs) and Global SIBs (G-SIBs), as well as insurance companies and regulators.
Attribution Analysis
Total Cost of Ownership
Regulatory Compliance
Download Solution Brief
Get our comprehensive guide on asset & liability management with graph technology.
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