Balance Sheet Management Solutions

Providing solutions to help Financial Institutions manage their Treasury / Banking Book Risk Management requirements is what we focus on.

Due to the uncertain and challenging rate scenario, increased regulatory requirements and product complexity to accommodate customer demands, Balance Sheet Management is requiring more attention, time and resources at all levels of the organization, from the Board of Directors and Management Committees to the areas in charge of managing interest rate, liquidity, financial/capital planning.

 

By providing a clear understanding of the options, and associated trade-offs, available to your organization to develop and/or enhance its balance sheet risk management capabilities across the multiple risk dimensions, and how the different components and areas can work together, we will support your organization to move beyond a compliance focused approach to balance sheet management to one that supports your business capabilities and plans, while achieving regulatory compliance.

Our areas of expertise:
  • Treasury Management

  • Liquidity Risk (LCR, NSFR, ILAAP)

  • Interest Rate Risk (IRRBB)

  • Funds Transfer Pricing (FTP) and Profitability

  • Analytics and Model Validation

  • Stress Testing and ICAAP

  • Risk Governance

  • In-house training programs

Previous engagements:
  • Reviewed and redesigned Group Treasury control and governance framework for a large South American Bank to adjust to expanding operations (multi-entity, multi-jurisdiction)

  • Designed the FX Risk Management framework for a large South American Bank covering earnings and structural risk.

  • Designed Funds Transfer Pricing framework for several mid- and small size financial institutions, including behavioral analytics, optionality and regulatory cost/benefit attribution.

  • Guided Enterprise Risk Management framework for a mid-sized South American Bank, covering Corporate and Retail Credit, Market, Liquidity, Interest Rate Risk in the Banking Book, Funds Transfer Pricing and Economic Capital calculation and allocation.

  • Designed and implemented IRRBB, Liquidity and Funds Transfer Pricing framework and implemented ALM / FTP function in outsourcing for several clients.

Asset Liability, Liquidity Risk and Treasury Management solutions for banks:
  • We represent MORS Software and their Treasury ALM solution in the Americas.

Solutions:
  • Treasury Management​

  • Liquidity

  • Interest Rate Risk

  • FTP and Profitability

  • Analytics

  • Stress Testing and ICAAP

  • Risk Governance 

  • In-house Training

News

Funds transfer pricing – What is it and why it is important for banks?

Funds Transfer Pricing is a common method in banking. Though, it can be quite a complex thing. Therefore, we have written this article where FTP is covered from A to Z.

Asset Liability Management in outsourcing (Canada)

Our asset liability management (ALM) in outsourcing service provides clients with a low risk, cost-effective solution to implement or advance their treasury, interest rate and liquidity management framework.

To learn how your institution can benefit please download or brochure:

Case Study:

ALM as a Service

Obtain a complete understanding of underlying ALM risks through a fast, flexible, low-risk and affordable solution. Provides analytical support for ALCO to manage and control these risks and inform ALM positioning, financial and strategic planning.

Insights: Considerations for the local implementation of IRRBB (BCBS-d368)

In drafting and negotiating IRRBB guidelines, what are some of the relevant points, options and implications that both regulators and banks should consider?

MORS Software: Interest Rate Risk Management in the Banking Book (IRRBB)

Addressing the key IRR management challenges:

a) IRRBB compliance;

b) Managing IRR;

c) NII forecasting.

IBSM Solutions becomes a partner of MORS Software 

Based in Canada, IBSM Solutions is MORS representative office in the Americas, serving LATAM, USA, and Canada.

OSFI (Canada): IRRBB

Draft Guidelines

With a target implementation date for January 2020 the revised guidelines will require covered financial institutions to update their existing risk management framework, systems, policies, procedures and IRRBB models to comply with the new regulatory expectations over the next 12 months.