Interest rate and liquidity risk sit on every balance sheet. We build models that give treasury teams a clear, defensible view of both.
We map your balance sheet structure and existing ALM process first, then build the model around it, calibrate behavioural assumptions to your actual deposit data, and stress-test before handover.
Clarify the problem, systems, data and governance context.
Shape the solution around your operating reality.
Build, test against real cases and document.
Hand over, train your team and agree follow-up.
Prefer your team to build and run this themselves? These programmes teach the method.
Free resource: prepayment model documentation template.
Tell us about your treasury and alm modelling needs. We reply with a scope and a price.