Interest Rate Risk Management
CorpAnalytics Interest Rate Risk Management service gives your credit union the information it needs to understand your risk position as well as the tools to manage it. Our staff will work with you and your information technology department to automate much of the data collection process and train you and your staff to complete the process. Going forward, you will always have our professional staff available to you by phone to help with any questions you have about your data input or results.
The process is simple. You enter your data into our Windows based DataCapture software and transmit your data to us. Then normally within one business day you will receive your results. There is never a charge or maintenance fee for member support or product upgrades. And unlike many models, the Interest Rate Risk Management service will model each individual line of detail for the credit union's loans, deposits and securities to capture the individual optionality of each account. This provides your credit union more accurate results reflecting the individual characteristics of the various accounts rather than just modeling a loan or deposit item on an aggregate total. CorpAnalytics also gives you the ability to back-test your prior model results with actual results to determine the accuracy and validity of your model assumptions.
Quality and In-Depth Analysis
- CUSIP-level securities detail and analysis, including independent and objective third-party pricing and cashflows
- Income simulations and present value analysis
- Accurately model calls and prepayments on securities, loans and borrowings
- Cash-flow projections incorporate all features of variable-rate products
- Import account level detail on loans/deposits
Convenient & Cost Effective
- One-day turnaround on reports
- Easy-to-read reports with graphical summaries
- Access reports in PDF format on our secure website
- Web-based application sharing for training and support
- Web-based training avoids costly travel
- Annual subscription agreement includes all support and software updates
Flexible
- Monthly or quarterly reporting available
- Analysis in a variety of interest rate scenarios that you choose
- All key modeling assumptions are credit union controlled
Efficient
- Average only two to four hours of data preparation for each report
- Streamlined data gathering process
- Automated conversion and importing of loan, deposit and securities detail
Sample Reports
ALM Report
Summary Supplemental Report
Detailed Supplemental Report
Variance Report
Back Testing Report
