Objective
To comply with ALM regulatory reporting and to measure, and monitor liquidity, interest rate risk and currency risk effectively.

Pain Points
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1
Regulatory reports were Time Consuming and complicated manual processes and inefficient.
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2
Increased complexity in achieving timelines and ensuring accurate computations.
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3
Bank had data from two different core banking systems as there was a migration happening during our implementation leading to challenges in data quality.
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4
Lack of expertise in form of tools required for measurement and monitoring the varied liquidity risks along with handling complex as well as simple products.
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5
Need for statistical computations for various indeterminate maturity products.
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6
Reconciliation of GL balances with transaction balances to ensure consistency of data.
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7
Concurrence of auditors concerning computations.
Solution Given
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1
Kalypto/ALM
Solution Highlights
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1
Robust data validation engine acted as a Single Data warehouse and helped the bank in computation and reconciliation issues.
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2
Globally accepted best practices models were built in the system to enable the bank to comply with reporting on time.
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3
System facilitated the bank to perform behaviour analysis and forecasting of models basis various statistical methodologies seamlessly.
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4
Efficient user audit trail, controls, authorization and hierarchy approvals mapped as per bank's policies thus facilitating the bank to obtain auditor concurrence seamlessly.
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5
Fully configurable Reporting Engine which can be configured from the front-end by business users thus generating Risk-Based reports with drill-down feature till transaction level.
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6
Modularity and scalability enabled the handling of the complex as well as simple products.
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7
System supports high data volumes, computational complexity, and accurate calculations up to the deal/transaction level.
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