Business Situation

Asset-Liability Risk Management (ALM) covers the entire process of managing the risks on the Asset and Liability items of the Bank’s balance sheet in a way that maximizes their profits. The automation of the ALM process ensures that all work to be done in this multi-component process can be done with minimum error, minimum effort and maximum efficiency. In this context, all main topics such as determining the product structures and scope of the Bank’s portfolios, making cash flow-based analyzes and forecasts based on maturity, automation of simulations and scenario analyzes, and transforming the outputs of all analysis processes into strategies and reporting constitute the basis of ALM Automation.

Our Approach & Solution

During the project, the biggest contribution was to work proactively and keep in a close contact with stakeholders. We followed the progress by holding weekly meetings and discussed all issues in a transparent way. The proper and efficient preparation of the data model and integration flows has been one of our main tasks in the project. In order to deliver the project on time and smoothly, regular checks were made and alarm mechanisms were designed. Having well documented processes and data flows, understanding the languages of business units has always been one of our main success criteria.

Technologies

• Stored procedures -using Microsoft SQL Server Management Studio– for data integration and feeding data model
• ETL tool (Informatica) and Databases procedures for data integration and feeding data model