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A/L Modeling Audit

Institutions with an established ALM modeling process may benefit from a third party review of their modeling methods and assumptions.  What is the source for prepayment assumptions, and how are those assumptions extended to other asset types such as loans?  How are the rates and lives of core deposits modeled?  Are the most appropriate discounting methods and benchmark rates being used for market value computations?  Do the modeling results provide a comprehensive representation of the client's interest rate risk exposure?  ALA personnel have experience dealing with these and other ALM modeling issues.  An ALA audit can provide A/L managers, senior management and regulators with added confidence that the modeling process provides a solid basis for ALM decision-making.