New Features in ALM Q2 2025

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NEW FEATURES in ALM

Check out these new features and what they mean for you.

Enhancement to the Calculation Monitor

The Calculation Monitor now includes the Engine Servers tab, which shows real-time information about the servers that can run engine jobs such as: overall condition, number of jobs running, memory and CPU usage. Learn more.

SAS Asset and Liability Management Product Screenshot - Calculation Monitor Engine Servers.png

Limit Monitoring

The IRRBB workflow now includes a new task that enables you to identify any metrics that exceed a threshold (breach). The Run Limit Check task identifies breaches, which occur when any metrics exceed a user-defined threshold. When a breach occurs, a finding is created to document the breach. User can then review limit monitoring findings and create action plans based on those findings to mitigate the breach. Learn more.

SAS Asset and Liability Management Product Screenshot - ALM Limit Check.png

EBA IRRBB - IMS and SA

The solution is functionally ready to deliver the calculations required by the European regulation written by the European Banking Authority (EBA) for the management of the Interest Rate Risk in the Banking Book (IRRBB) for (i) the Internal Measurement System (IMS) and (ii) the Standardized Approach (SA). Learn more.

SAS Asset and Liability Management Product Screenshot - EBA IRRBB SA Workflow cropped.png

SPOTLIGHT USE CASE

Since September 2024, financial institutions having a legal entity or activities in Europe need to report to the EBA on their IRRBB calculations results. Depending on the size and complexity of a financial institution, the IRRBB calculations need to be done according to either the IMS, SA, or Simplified-SA approach.

The SAS ALM solution, being a very advanced ALM solution, enabling sophisticated modelling of a banking book and of its potential evolution, provides the calculations for the two more advanced approaches: IMS and SA. The SAS ALM IRRBB analysis provides output datasets containing all the data needed to populate the EBA J01, J02, J05, and J08 reports in the case the IMS approach is chosen, and output datasets containing all the data needed to populate the EBA J01, J03, J06 and J09 reports in the case the SA approach is chosen.