Bonanza ALM
  • Increased volatility in financial market, intensified competition in the integrated banking system and regulatory concern enforce banks to manage their risks more effectively.

  • Bonanza ALMis properly designed to deal with market risks associated with banking book transactions. Both liquidity risks and interest rate risks are timely measured with the maximum degree of reliability.

  • Moreover, all reports and marke t simulations are available on the internet so that the ALCO can explore the risks anywhere anytime. At the same time, with the reduction in routine tasks, ALM department can have more resources to study into details.



System Features

  • Web-based Application
  • Drill Down Function
  • Support Multi-Currency
  • Liquidity Risk Management
  • Interest Rate Risk Management
  • Value at Risk Concept
  • Market Simulation
  • Behavior Adjustment
  • Export to Excel
  • Batch Reporting
  • Automatic Download Schedule
  • Import Market Data

Liquidity Risk Management

  • Liquidity Gap
  • Cumulative Outflow
  • Cash Flow Projection
  • Liquidity Ratios
  • Large Customer Ranking
  • Customer Size Distribution
  • Liquidity Risk Limit Utilization

Interest Rate Risk Management

Earnings Perspective
  • Repricing Gap
  • Net Interest Income Sensitivity
  • Cost to Close
  • Earning at Risk

Economic Value Perspective

  • Market Value of Equity
  • Market Value Sensitivity
  • Equity Value at Risk

Interest Rate Risk Limit Utilization



  • Behavior Adjustment
  • New Product/Volume
  • Yield Curve
  • Current Reference Rate
  • FX Rate
  • Stress Testing