Asset and Liability Management

(ALM)

  • ALM needs to take into account all transactions handled by entities of the bank, especially loans coming from consumer business line such as mortgages, credit cards...

  • ALM modelisation and risk management can be very complex due to the wide variety of data types that need to be used 

Problem

  • ICA’s solution RAFAL has been designed to handle, manipulate and display in a user-friendly manner those extremely large data sets
  • It enables modelisation teams to build custom analytics using Python calculators with great agility
  • RAFAL is a disk-based technology that allows cost controls and scalability 

Solution

Outcome

  • Data sets used by ALM officers are now gathered in one interface and easily accessible to all authorized users
  • ALM officers are now able to generate and enhance their models as much as they want, allowing to better risk manage their ALM matching and optimize scarce resources  

CONTACT

info@the-ica.com

+44 203 350 50 29
+33 1 53 65 35 97

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ABOUT ICA


ICA is a Capital Markets Fintech that empowers Big Data end-users to make advanced risk and business decisions

For any GDPR information, please contact our Data Protection Officer: gdpr@the-ica.com