TBSM’s asset-liability model has been successfully implemented at numerous financial institutions ranging in size from $100M to over $50 billion in assets. The model supports multiple security classes (including retail and commercial banking assets and liabilities), is fully cross-currency capable and provides valuations, risk metrics, and margin/ROE analysis at the certificate level. The model was developed using the latest Microsoft technology based on the .NET framework and SQL Server. The model is independently validated on an annual basis to ensure its continued accuracy and compliance to OSFI standards.
The main challenge in successfully implementing a risk management platform is aggregating and processing data from multiple sources. TBSM works with its clients to build processes around data management, transformation and financial data warehousing. TBSM’s consultants have extensive experience in many popular financial data packages and are well-versed in current software tools and techniques.
Please contact us for further information on how we can improve the treasury and risk management process at your institution.