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 FIS Applied Analytics products with these Strategic Alliance
partners:
BancWare
Bloomberg
Intex
Chasen
QRM
ZM Financial Systems
