Asset and Liabibility Management

CamEx Treasury’s ALM solution, “MORS Balance Sheet Manager” enables treasurers and ALM managers to make optimal interest rate risk management decisions in all market conditions. The system provides both static and dynamic models for analysing of IRR and margins from the total Balance Sheet level to detailed cash-flow and transaction level with continuous oversight of profitability.

The impact of different assumptions related to Balance Sheet, Interest Rates and Margin changes can be monitored and stress-tested in the system, including Net Interest Income (NII), Net Interest Margin (NIM) and Interest Rate Risk in Banking Book (IRRBB).

The latest add-on functionality for MORS Balance Sheet Manager is the MORS INTEREST RATE RISK (IRR) SCENARIO ENGINE, launched in March 2017. IRR Scenario Engine enables dynamic simulation of customer behaviour and growth of the balance sheet items combined with the simulation of changes in interest rates.

OTHER MORS MODULES

· Add-On Modules:

· MORS TRANSFER PRICE MANAGER

· MORS MULTI SITE MANAGER