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Asset Liability Management

Customized ALM solutions to meet your organization’s needs

Providing a customized approach to compliance, internal audit and model validation to meet your asset liability management (ALM) needs

    Ongoing modeling

    Model risk management | Framework development

    ALM modeling is crucial to help make informed strategic decisions, so it is important that you have confidence in your ALM inputs, modeling and outputs.

    Our range of modeling solutions include:

    • Outsourced
    • Scenario
    • Liquidity

    Model validation

    Model risk management | Model validation

    Whether you need a complete model replication to gain assurance that outputs are accurate or help to address specific issues, Baker Tilly provides that range of validation services. Our ALM specialists will satisfy regulatory requirements as well as provide you with additional value to help your institution make better business decisions.

    Our validations can include:

    • Full model replication and testing — Baker Tilly completes model validation to conform to the guidance Interagency Statement on Model Risk Management for Supervisory Guidance on Model Risk Management that was issued on April 9, 2021
    • Governance and policy documentation, including, data inputs, data assumptions, model methodology and testing

    Stress testing

    Model risk management | Ongoing testing, monitoring

    Stress testing your balance sheet through your ALM model is crucial to better understand the impacts to your institution from various scenarios that may occur.

    Our stress testing includes:

    • Customizable portfolio stress-testing relating to forecasting under varying economic conditions
    • Custom scenarios with institution management to determine ultimate impacts to ALM profile
    • Back testing