RRIH ALM (Asset-Liability Management)

Unified data and models for trusted risk, performance, and regulatory insights.

RRIH ALM is the native asset-liability management solution in Regnology Risk Hub (RRIH).

It provides a comprehensive, contract-centric platform to model all cash flows across the banking book and apply standard and advanced ALM methodologies for measuring interest rate, liquidity, and funding risks.

By aligning internal risk, treasury, and regulatory metrics on a single set of data, RRIH ALM creates a consistent source of truth for forward-looking simulations, stress testing, and strategic balance sheet optimization, supporting key governance processes like ALCO, ICAAP, and IRRBB compliance.

Key benefits

Holistic risk view

Manage interest rate, liquidity, funding, and capital impacts within a single ALM framework.

Regulatory alignment

Support IRRBB, CSRBB, LCR, NSFR, and ICAAP using consistent, auditable methodologies.

Scenario flexibility

Run static and dynamic simulations to assess balance sheet behaviour under stress.

Operational efficiency

Reduce spreadsheet reliance through automated modeling and reporting processes.

Behaviour-driven insight

Incorporate customer and market behaviour for more realistic cash flow projections.

Scalable ALM platform

Suitable for banks of all sizes, including transitions from Excel-based ALM.

Key features

Contract-level cash flow engine

Project detailed contractual and behavioral cash flows, including contingent cash flows and embedded options, with consistent treatment across products, currencies, and entities.

Comprehensive interest rate risk management

Support internal and regulatory IRRBB metrics with standardized NII and EVE calculations, shock scenarios, and sensitivity analysis for robust risk assessment.

Advanced liquidity risk management

Enable cash flow-based liquidity gap analysis, supports regulatory metrics like LCR and NSFR, and incorporates contingency and stress liquidity scenarios for thorough liquidity oversight.

Funds transfer pricing (FTP) with behavioral integration

Provide deal-level FTP with curve assignment and spread management, integrating behavioral assumptions for accurate pricing and profitability analysis at the transaction level.

Scenario analysis and dynamic simulation

Run static and dynamic balance sheet simulations, including stress testing and scenario comparisons, with integrated market, credit, and liquidity assumptions.

Balance sheet optimization and reporting

Leverage tools for structural risk analysis and dynamic hedging strategies, plus standard ALM, IRRBB, and liquidity reports with OLAP dashboards and drill-down capabilities.