ALM Managers use our model to produce accurate cashflows for all of the mortgage-related products on their balance sheet.

Specific needs:

• A model that is the foundation for accurate OAS-based calculations
• A model that prevents prepayment surprises
• A model that correlates accurate speed projections with interest rate forecasts
• A model that is stable
• A model that can easily integrate into internal and external asset/liability systems
• A model with complete access to parameters (not a black box)
• A model that can solve for parameters to duplicate other models
• A model that allows for more accurate hedging

ALM Managers use AFT products with these Strategic Alliance partners:

BancWare
Bloomberg
Intex
Chasen
QRM
ZM Financial Systems