AUTOMATION OF ASSET-LIABILITIES MANAGEMENT & FUND TRANSFER PRICING
Customer Large bank in Vietnam with 113 branches and transaction offices, honorably awarded "Best Core Bank in Vietnam” in 2021 year.
Challenge Automate Asset/Liability Management process to measure and monitor liquidity, interest rate and FX risks.
Project Results During this project, ALM/FTP in-house excel tools were replaced with holistic fully automated treasury management solution. Besides standard ALM/FTP functionality, bank was provided with “What- if” scenario analysis toolkit for stress testing and with customized ALCO reporting pack.
Business Value New solution ensures improved efficiency of risk management and performance of the different business units as well as regulatory compliance.