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Data and Analytics Eco-system covering Financial Planning and Forecasting,
Asset Liability Management, IFRS 9/CECL,
Capital Stress Testing and Lifetime Income Analysis


An outcome of our Founder’s three decades of modelling and quantitative finance research, BB-ALM™ is a powerful analytics eco-system to meet the challenges of current and emerging risks.

Using a single data source, BB-ALM™ produces results for informed and timely decision making, internal and external reporting, covering Financial Analysis, Asset Liability Management, IFRS 9/CECL, Capital Stress Testing and Lifetime Income, both at top-down and bottom-up levels.

Organizational corporate structure at banks is dominated, even inadvertently, by functional silos. Each of these functions own a different set of data and processing mandates. Since data processing is often done in a sequential order, any changes identified at one silo triggers reprocessing at another - inefficient, ineffective and hazardous to overall performance.

Collecting and reporting data is time consuming with time lags often in excess of 1 month. This delay in performance reporting and issue identification creates a significant source of surprise with missed opportunities to minimize losses and maximize profits.

BB-ALM™ is an unrivaled, first of its kind software application, designed to avoid surprises, and provide better evaluation of strategic opportunities, without risking the business. BB-ALM™ is a powerful combination of 5 strategic models, covering Financial Planning & Analysis (FP&A), Asset and Liability Management (ALM), Strategic CECL/IFRS 9, Capital Stress Testing and Lifetime Income.

Featuring high-speed cloud computing and a dashboard that provides a snapshot at 10,000 feet and drill down capability of discrete loan performance within the portfolios, BB-ALM™ allows CEOs and applicable functions to quickly identify and execute on tactics that enhance the loan book’s performance, removing silos and promoting high performance across verticals. BB-ALM™’s integrated reporting facilitates on-going assessment and optimization of your strategy and plan, enabling you to continuously assess the impact of stressors on your funding strategy, contingency funding plan and key performance metrics and ratios, mitigating your liquidity planning processes. No more potential for gaming of the system and reporting delays:


Scenario Planning

Current and projected Macroeconomic scenarios and growth planning for balance sheet and income statement

Current and projected financial positions

Current and projected balance sheet and income statement backed by granular data

Resilience Dashboard

Vulnerability assessment, mitigation and resilience planning based on qualitative scenarios and non-financial risks


Funds Transfer Pricing

Term structure of multi-currency transfer pricing curves using extrapolation and interpolation algorithm for calculating the base funding rate for every instrument on the balance sheet as well as any addon charges or credit required by the institution (i.e., credit default
               swaps, liquidity premiums and option adjusted spreads)

Current and projected financial positions

Current and projected balance sheet and income statement backed by granular data

Static ALM

Economic Value of Equity and Earnings at Risk to determine Interest Rate Risk in Banking Book

Dynamic ALM

Economic Value of Equity and Earnings at Risk using forward looking stress scenarios to determine Interest Rate Risk in Banking Book


Volatility based analysis of forex and banking book investments

Deposit modelling

Determination of core, volatile and rate sensitive deposits and stress testing based on changes in economic conditions

Advanced Liquidity Risk

Basel III ratios e.g., LCR, NSFR and NCCF and prepayment risk


Capital Planning

Macroeconomic scenarios (base, stress and reverse) and multifactor parametric analysis applied to determine credit and concentration risks capitalization and associated cost of capital


Expected Credit Loss in compliance with IFRS 9 and CECL


Portfolio Profitability

Granular lifetime income analysis of the loan book using yield, cost of funds, Expected Credit Losses and cost of capital

Corporate Mid-market Transaction Pricing

Indicative break-even price at which new facilities add value to the institution

Mortgage Transaction Pricing

Indicative break-even price at which new mortgage facilities add value to the institution


Presentation of portfolio Lifetime Income analysis on Google Maps API

Core Benifits

All Hands on Deck
Consolidated into a single, integrated solution, BB-ALM™ removes reporting lags and addresses “unexplained” gaps in performance while also harmonizing stakeholders’ visibility and expectations by integrating performance targets with business and functional accountability.

Performance Benchmarking
BB-ALM™ acts as a key lever to improve returns through real-time visibility of new deals, their impact on overall portfolio return, including competitive and target-driven benchmarking, enabling shrewd strategic decision making.

Strategic Modelling Application
This strategic application is designed to remove severity skew - proven to create a smooth loan distribution, limiting the impact of significant increases in credit risk due to inherent flaws in the rating system which lead to higher Expected Credit Loss.

Easy Conversion
With no downtime, converting into production is easy and painless. Excel-based interfaces make it intuitively easier for users to upload data, review results and create customized filters - becoming productive on the system with minimal training.

Flexible Analytics Eco-system
BB-ALM™ gives users a choice of one or all models within its eco-system. Each model in BB-ALM™ includes comprehensive documentation on methodology, in compliance with regulatory requirements that will alleviate audit, validation and regulatory pressures.

Regulatory Compliance
Designed to meet and exceed the guidelines laid out by the Federal Reserve’s Interagency Policy Statement on Funding and Liquidity Risk Management SR10-6 and capital stress testing at Large & Non-complex BHCs SR15-19 (and other jurisdictional regulatory frameworks) for mid-sized BHCs to eliminate risks inherent with maintaining complex, outdated and manually generated spreadsheets.

Cost savings
By streamlining financial data management, processes and reducing duplicative manual efforts, BBA’s software leads to significant cost savings.

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