Asset Liability Management

Your business environment is constantly evolving. Are you prepared?

Our ALM process produces an overall risk/return assessment that is presented in quarterly on-site meetings to develop actionable strategies.

Our strategic focus:

Preventative

Obtaining an optimal risk/return profile is challenging. Once achieved, how do you maintain strong earnings?  How do you prevent a decline in earnings or shift to unacceptable risk?

Corrective

How do you fix an existing problem in the most prudent manner?

  • Improve earnings
  • Reduce IRR
  • Address regulatory pressure
Proactive

How do you enhance performance?

  • Increase Earnings
  • Leverage Capital
  • Introduce New Products
  • Test Pricing Sensitivity

Our ALM service integrates your unique characteristics and goals with EPG’s expertise to identify your true risk profile.

Risk Quantification

Our process identifies and measures all the risk factors that comprise overall interest rate risk:

  • Basis Risk
  • Repricing Risk
  • Option Risk
  • Yield Curve Risk

Through simulation analysis and stress testing, we are then able to quantify the bank’s comprehensive market and liquidity risk profile.

Trade Off Assessment

We identify and discuss whether your institution is appropriately compensated for risk.

We help ensure that risk is not only managed, but optimized from a return perspective.

REGULATORY COMPLIANCE

Our ALM process helps assure that you are positioned for full compliance.

Comprehensive Focus

The regulatory guidance that outlines the appropriate procedures for IRR management is woven into our ALM process. Stress testing, alternate scenarios, back testing and proper reporting procedures are all considerations encompassed in our process.

Policy Development & Revision

We will ensure that your ALM policy provides guidance and fully complies with the statement of policy

Examination Preparation

We will assist your institution in preparing for upcoming regulatory exams through education, documentation and policy review.

Board Education

As banking becomes more complex with small margin for error, Board of Director understanding for ALM issues is increasingly important. Our user-friendly, graphic reports help facilitate explanation and Board education.

ALM Validation

EPG can provide an independent review and assessment of your institutions’s ALM process as required by regulatory agencies.

EPG_logo
ABOUT EPG, INC.

EPG, Inc. is a trusted partner to the community banking industry for over two decades, providing comprehensive Asset Liability Management services integrated with client-centered investment advisory expertise. EPG, Inc. is a registered SEC advisor.

OUR OFFICES
  • 60 William Street, Suite 300
    Wellesley, MA 02481
  • 1-800-535-4544
  • jtragesser@epgadv.com
Privacy Settings
We use cookies to enhance your experience while using our website. If you are using our Services via a browser you can restrict, block or remove cookies through your web browser settings. We also use content and scripts from third parties that may use tracking technologies. You can selectively provide your consent below to allow such third party embeds. For complete information about the cookies we use, data we collect and how we process them, please check our Privacy Policy
Youtube
Consent to display content from Youtube
Vimeo
Consent to display content from Vimeo
Google Maps
Consent to display content from Google