Asset Liability Management

Integrated ALCO Reporting Covers Net Interest Income (NII), Economic Value of Equity (EVE), Duration, and Earnings at Risk (EAR), with the Ability to Apply Both Parallel and Non-Parallel Shocks. Vector Performs Comprehensive Interest Gap Analysis, Calculates the Hedge Ratio, Enables Detailed Balance Sheet Examination, Optimizes Hedging Strategies, and Ensures Compliance with Regulatory Requirements.

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20+ Asset Classes
300+ Financial Models
SOC 2 Certified
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360° Reporting and Analytics

ALM Features

Comprehensive tools and analytics for enhanced financial management and decision-making

Interest Rate Risk (IRR) or (IRRBB)

Vector ML Analytics Equips Banks With Tools to Measure, Analyze, and Manage Interest Rate Risk (IRR), a Critical Aspect ...

Net Interest Income (NII)

Delta NII represents the difference between the interest earned on assets and the interest paid on liabilities, making i...

Economic Value of Equity (EVE)

Vector Provides Comprehensive EVE Analysis Tools That Measure the Impact of Interest Rate Changes on the Net Present Val...

Duration Gap Analysis

Vector Provides Duration Gap Analysis Tools That Enable Banks to Measure the Sensitivity of Assets and Liabilities to In...

Interest Rate Risk (IRR) or (IRRBB)

Vector ML Analytics Equips Banks With Tools to Measure, Analyze, and Manage Interest Rate Risk (IRR), a Critical Aspect of Asset-Liability Management (ALM) Affecting Profitability and Financial Stability. As Interest Rates Fluctuate, Banks Face Mismatches Between Assets and Liabilities, Leading to Financial Exposure. Vector's Analytics Provide Insights Into the Impacts of These Changes, Enabling Effective Risk Management Strategies. By Assessing Earnings Sensitivity and the Economic Value of Equity (EVE), Vector Helps Institutions Make Informed Decisions About Their Asset and Liability Structures, Minimizing Mismatches and Ensuring a More Resilient Balance Sheet.

Interest Rate Risk (IRR) or (IRRBB)

Scale Your Lending,
Not Your Operations

Vector Goes Beyond ALM Reporting by Providing Actionable Insights for Balance Sheet Optimization, Risk Management, and Asset-Liability Structuring, Empowering Financial Institutions to Enhance Stability and Profitability.

300
Financial Models
+45%
Increased Accuracy
80%
Time & Cost Saving
40
Asset Classes
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