Asset and liability management (ALM) for banks

Market conditions can be unpredictable, but the impacts on your balance sheet shouldn’t be. Bridge today’s data with tomorrow’s goals with Moody’s ALM.

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Balance sheet risk management

Your best view of your current and future balance sheet

Expand your solution from a single standalone module to the full suite. Leveraging the fully integrated solution suite empowers your institution to turn risk into resilience and unlock opportunity.





Asset and liability management

Moody’s ALM solution helps financial institutions of all sizes anticipate and mitigate the risk that ripples through their balance sheets. 



Effectively manage your interest rate risk

01 Gap and repricing risk

Gap and repricing risk

Navigate the complexities of interest rate fluctuations by aligning duration within your portfolios. Analyze and manage funding gaps to ensure that the timing of your assets and liability cash flows are optimized, safeguarding your financial position against unpredictable market tides.

02 Yield curve risk

Yield curve risk

Stay ahead of yield curve movements and anticipate economic shifts with advanced scenario analysis. We equip you with the insights to not only weather the changes but also identify opportunities for growth amid the evolving economic landscape.

03 Basis risk

Basis risk

Protect your financial statements from the volatility of mismatched indexes within your asset and liability portfolios. Our comprehensive monitoring and flexible framework allow for the simulation of hedging strategies, including derivatives hedging and swaps to ensure your assets and liabilities remain in harmony.

04 Option risk

Option risk

Master market variability with analysis of embedded options in financial products. Prepare for changes in client behavior driven by unpredictable market movements, securing your cash flow forecasts against volatility.

05 Interest rate risk in the banking book (IRRBB) reporting

Interest rate risk in the banking book (IRRBB) reporting

Measure, manage, and report the sensitivity and impact of interest rate changes on your financial statements, aligning with evolving regulatory standards.


Case studies

case study
Southside Bank case study

Southside Bank enhances interest rate risk modeling with Moody’s ALM.

case study
Baker Tilly case study

Baker Tilly to expand its validation scope and improve model testing with Moody’s.

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Lake City Bank: boosting efficiency through streamlined ALM

Lake City Bank adopted Moody's ALM solution, transitioning to a sophisticated cloud-based system for better risk management. This enabled swifter market responses, improved data transparency, and aligned with the bank's growth objectives.


News and views

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Balance sheet resilience and adaptation playbook

Moody's offers a five-step playbook for banks to manage liquidity and risk amid rising interest rates, providing executives with the analysis they need to strengthen their balance sheets and liquidity positions.

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Balance sheet webinar series recap — part 4: how to develop an effective ALCO for the future

Moody's webinar series covers balance sheet, interest rate, and liquidity risk management, with a focus on developing an effective asset liability committee (ALCO) to navigate market dislocation and manage risk.

Chartis Quadrant Category Leader ALM Solutions 2023
Chartis Quadrant Category Leader Capital Balance Sheet Optimization Solutions 2023
Chartis Quadrant Category Leader FTP Solutions 2023
Chartis Quadrant Category Leader LRM Solutions 2023
Chartis Quadrant Category Leader ALM Solutions 2023
Chartis Quadrant Category Leader Capital Balance Sheet Optimization Solutions 2023
Chartis Quadrant Category Leader FTP Solutions 2023
Chartis Quadrant Category Leader LRM Solutions 2023
Chartis Quadrant Category Leader ALM Solutions 2023
Chartis Quadrant Category Leader Capital Balance Sheet Optimization Solutions 2023
Chartis Quadrant Category Leader FTP Solutions 2023
Chartis Quadrant Category Leader LRM Solutions 2023


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Category leader in Chartis ALM Technology Systems 2023 Report

Our ALM solution — named category leader in the report — allows institutions worldwide to manage their enterprise-level ALM and liquidity risk as well as a broad range of regulatory and business needs.

Read the report

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