A user guide, an asset and liability management textbook, documentation product by product and indicator by indicator. Nothing is hidden behind a demo.
Install and use Xalm.Console, Xalm.Web and Xalm.PowerBI, from the configuration to the Power BI report. Seven chapters, three appendices, the software's actual screens on a sample configuration. No command-line knowledge required.
Rates, liquidity, behaviours: the art of keeping a bank standing over time. A training textbook that starts from the smallest object there is, a contract, and follows it month after month up to the management indicators. Every formula is derived before it is used, every approximation is quantified.
For each product: what it is, why it matters for ALM, the data and components it uses, and the step-by-step projection algorithm, with definitions, formulas and worked examples. Each document is self-contained and covers its fixed-rate and floating-rate, asset and liability variants.
How each reported indicator is calculated, family by family, with the reference model's formulas and their variant for each run-off type. Liquidity view and interest-rate view, end-of-month and average-of-month balances, windows and sampling steps.
For those who must integrate, audit or extend the engine: the overview, the data path from input to reporting, and one document per component. Provided under a non-disclosure agreement.
See the architecture →Reporting date, end-of-month and average-of-month balances, liquidity view and interest-rate view, gap, prepayment, renegotiation, conventional run-off, new business, funds transfer pricing, EVE. Every term is defined the first time it appears, in the guide as in the textbook.
Read "What is ALM?" →"You learn a piece of software by making it work once. This guide takes you that far, then hands you the keys."
"Maturity transformation is the business of banking. Measuring it is the business of ALM."
We will send the documentation extracts relevant to your evaluation on request.
X-ALM Cross ALM