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Whistlebrook Limited

AnaLytics for Financial Institutions Liquidity Modelling (ALFI®LM)

by Whistlebrook Limited

ALFI is a packaged business intelligence application that gives retail banks, building societies, investment banks and other financial institutions a central, interactive solution for collating and analysing vital management information.

The standalone module for Liquidity Modelling was developed in collaboration with Whistlebrook clients and adheres to the FSA recommendations. It gives you the ability to model multiple liquidity related scenarios - discreetly or in combination, including stress testing.

You can model:
- General loss of deposits
- Loss of key customer types
- Losses on treasury assets
- Interruptions to the payments system
- Counterparty failure
- Loss of money market liquidity
- Loss of market confidence

ALFILM will perform all ‘business as usual’ calculations, as well as assessing the impact on your liquidity buffer.

Users can propose management actions and ALFILM will recalculate the impact. Management actions can be amended and remodelled iteratively until you reach a satisfactory conclusion.

ALFILM includes functionality to classify customers and accounts (stickiness) as either Type A or B, and takes this into account in scenario testing.

With ALFILM you can model the following normal business activity:
- Product migrations
- Interest rate changes
- Interest calculation
- Interest capitalisation/payment
- Deal maturities
- Product maturities
- Automated reporting

You can feed ALFILM results into the ALFI

Management Information module to provide sophisticated business intelligence reporting, graphics and analysis to the business. ALFI will interface with your electronic regulatory reporting system so that you can provide instant updates on your liquidity status.

AnaLytics for Financial Institutions Liquidity Modelling (ALFI®LM) has not been reviewed by any customers.

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