Balance sheet management

Financial institutions of all types must have a complete understanding of their balance sheet in order to navigate a complex financial landscape with confidence. Moody’s solutions allow you to identify, measure, and manage risks across your balance sheet to create a holistic view of assets, liabilities, and opportunities. With the breadth of data, analytics, macroeconomic scenarios, and behavioral models, you can better understand risk and perform critical tasks like financial modeling, continuous monitoring, and strategic planning.

How can we help?

Using our data, models, and stress testing capabilities, we offer a clear perspective on risk, enabling institutions to make informed decisions regarding complex market, liquidity, solvency, and other risks, while helping to optimize earnings, value, capital, or investor outcomes.

Effectively measure risk

Our balance sheet management solution offers asset and liability management, interest rate and liquidity risk management, investment strategy, funds transfer pricing (FTP), and multi-factor behavior modeling to measure and enhance profitability.

Go beyond asset and liability management

Our interconnected SaaS tools enhance balance sheet performance, integrating with analysis, forecasting, and planning processes, going beyond traditional asset and liability management (ALM).

Streamline complex decision making

Our solutions enhance efficiency and insight, enabling better-informed decisions in key areas like buy/sell, impact analysis, valuation, hedging, and portfolio optimization.

Balance Sheet Risk Management for banks

Asset and Liability Management

Moody’s ALM solution equips financial institutions of all sizes with the data, models, and tools required to maintain a robust balance sheet and establish financial resilience. By gaining a consistent view of risk and leveraging the optionality to scale up the ALM solution, your institution can better track, and protect against, the risk that ripples through its functions.

Liquidity Management

The Liquidity Management module leverages dynamic liquidity stress scenarios that incorporate both systemic and idiosyncratic risks to allow you to navigate tomorrow’s liquidity, today. The module seamlessly connects to your existing systems or other Moody’s solutions for a quick setup and efficient performance. Analyze origination, deposit, or funding-related events to boost your planning, and pressure test your contingency funding plan to instill resilience across your balance sheet.

Investment Management

The Investment Management module merges scenario generation, third-party data, and behavioral modeling capabilities to bolster the flexibility and effectiveness of your investment analytics. Simulate a wide range of investment, hedging, and funding strategies to build the strategies that impact profitability, solvency, and capital adequacy in your investment portfolio.

Capital Management

The Capital Management module works with other BSRM modules to produce dynamic, scenario-dependent projections of the balance sheet, income, earnings, and capital. Integrate with your economic scenarios, structured product cashflows, prepayments, credit losses, and balance sheet growth assumptions. Select the macroeconomic scenario and the corresponding prepayment, credit and growth models in ALM, and watch your results update immediately, without running parallel processes and transfer data between systems.

Impairment Accounting

The Impairment Accounting module enables you to address the operational complexities of evolving credit impairment accounting standards. It provides a user-friendly and auditable platform for data consolidation, model warehousing, expected credit loss calculation, and insightful analysis of results.

Credit Portfolio Management

The Credit Portfolio Management module provides a complete picture of portfolio risks, emerging risks, and mitigation strategies that risk managers need to advise the business confidently. Combine portfolio analytics and decision-enabling tools to effectively identify, measure, and manage risk in your credit portfolio.