Solution Overview
Asset and Liability Management Solution
Taking gross structure, daytime liquidity, liquidity risk, interest rate risk and exchange rate risk as the management objects, portfolio management of assets and liabilities, operation risk of commercial banks is continuously identified, measured, monitored and controlled. Simultaneously, through active planning and resource allocation, Sunline implements and promotes the bank's strategic objectives to achieve a balance between the capital, profitability and risk of commercial Banks.
Scheme architecture
Solution Advantages
Business oriented
Business oriented product concept, straight-through type implements from indicators, quotas, reports to analysis reports
Dynamic foresight
Rich dynamic scenario simulation is integrated to realize multi-dimensional prospective measurement
Flexible configuration
Built-in multiple hypothesis models to support flexible configuration of behavioral models, new business, market assumptions and stress tests
The market integration
Standard data mart layer, setting data model, data supplement and data quality management integrated in one
Rapid iteration
Iterating rapidly on the base of the latest regulatory policy and opening interface to support customized development
Customer service
Excellent knowledge transfer system, covering comprehensive knowledge training of concept - method - operation
Solution Values
Supervision reach the standard
Meet the latest regulatory requirements for liquidity risk, interest rate risk measurement and management
Strengthening risk prevent ability
Improving indicators, quotas, stress tests and risk measurement systems to make them more resistant to liquidity and interest rate risks
Decision assistant
Assisting customers in resource allocation, budget management as well as asset and liability structure management
Enhancing core competitiveness
Flexible responses to changes in the external market environment to reach a balance among capital, profitability and safety
Product Composition
Day liquidity management
Liquidity risk management
Interest rate risk management
Exchange rate risk management
Resource allocation
Scenario simulation
