OFSAA Product Architecture Overview
OFSAA Process Flow
ALM Modeling
ALM Cash Flow
ALM Product Walk Through – Static Processing and Reporting
Participant exercises – Static Processing
ALM Product Walk Through – Dynamic Processing and Reporting
Participant exercises – Dynamic Processing
Stochastic Processing
Data Requirements
ALM Implementation Strategy
Description:
This course provides an introduction to implementing OFSAA’s Asset Liability Management (ALM) and the ALM
Analytics modules to support a bank’s analysis of its sensitivity to movement in Interest Rates, which can potentially
impact a bank’s earnings and capital.
The course is designed to help participants gain an insight into the concepts and processes supporting a bank’s ALM
analysis and how to configure OFSAA ALM to support a bank’s ALM requirements. It also enables participants to be
able to explain the functionalities of OFSAA ALM and describe its architecture to clients. The course equips participants
with the skills to turn client ALM requirements and data into useful project information. This can then be used to take
action to implement ALM at a bank or financial institution.
The course is focused on the configuration activities required to be able to implement OFSAA ALM to support static
(current business) and dynamic (adding new business and other criteria to build a forecasted balance sheet) processing
and reporting. A four-pronged delivery strategy is used:
the course starts with an overview of OFSAA and an introduction to ALM concepts before moving on to show
participants how to configure the modelling varous tools and techniques within OFSAA ALM. The main configuration
activities are supported with a series of hands-on exercieses to reenforce the instructor led training.