Outsourced A/LM Modeling
We offer dynamic, outsourced asset/liability modeling through our VBCBa/lance division. Comprised of nationally known A/L experts, VBCBa/lance provides thorough education and valuable consulting to ensure that your asset/liability management is much more than just a way to meet stringent regulations. Instead, it becomes a highly insightful, fact-based tool to power your board and management team's strategy.
Deliverables
- Sendero-based modeling with proprietary reports.
- Board and management on-site education.
- Policy reviews.
- Consulting on back-testing and core deposit premiums.
- Quarterly on-site or online presentation of the reports.
- Our Balance Sheet & Income Statement Analysis will evaluate the bank's overall risk vs. reward profile. This includes interest rate risk, credit risk, capital risk, and liquidity risk. From a risk management perspective, this quarterly report analyzes where the bank is now and the VBC/Balance model projects where the bank will be in the future. Paired together, the board and management team will have a powerful tool to assess risk, set risk parameters, and monitor risk.
Why VBCBa/lance?
- Your VBCBa/lance team is comprised of industry-recognized elites.
- Your VBCBa/lance team knows community banking overall and how to reach higher performance.
- Your VBCBa/lance team can lead your asset/liability management to the strategic level.
- The VBCBa/lance model goes beyond +200 and -200 rate shocks and provides simulated yield curve twists that show current interest rate risk scenarios.
- The VBCBa/lance model does not aggregate balances. We model each loan, each deposit, and each investment to, ultimately, provide dynamic model output.
- We believe that Economic Value of Equity (EVE) is paramount to share value. The VBCBa/lance model has a proven track record for effectively calculating EVE.
- VBCBa/lance believes a bank must project earnings risk and capital risk beyond a year to capture balance sheet changes. The VBCBa/lance model is flexible to project out two years and beyond.
- The VBCBa/lance model has the capacity to run the bank's budget through the model.
- The VBCBa/lance model effectively captures optionality in the balance sheet.