A/L Assumption Review
Our review is structured to determine the adequacy of the assumptions driving your bank's A/LM model. This service is offered through our VBCBa/lance division, nationally recognized experts in asset/liability consulting and risk management.
The scope of our review includes:
- Prepayments
- Core deposits (betas, lags, spreads, decay, etc.)
- New volume rates and balances
- Product rate spreads
- Interest rate scenarios
- Economic value methods
What You'll Receive:
- A written summary of findings regarding changes, if necessary, for better aligning your A/LM model assumptions and policies with the bank's risk tolerances and strategic goals.
- An on-site or online presentation of findings.