Asset Liability Management

Integrated ALCO Reporting Covers Net Interest Income (NII), Economic Value of Equity (EVE), Duration, and Earnings at Risk (EAR), with the Ability to Apply Both Parallel and Non-Parallel Shocks. Vector Performs Comprehensive Interest Gap Analysis, Calculates the Hedge Ratio, Enables Detailed Balance Sheet Examination, Optimizes Hedging Strategies, and Ensures Compliance with Regulatory Requirements.

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20+ Asset Classes
300+ Financial Models
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PLATFORM FEATURES

ALM Features

Comprehensive tools and analytics for enhanced financial management and decision-making

Interest Rate Risk (IRR)

Vector ML Analytics Equips Banks With Tools to Measure, Analyze, and Manage Interest Rate Risk (IRR), a Critical Aspect of Asset-Liability Management (ALM) Affecting Profitability and Financial Stability. As Interest Rates Fluctuate, Banks Face Mismatches Between Assets and Liabilities, Leading to Financial Exposure. Vector's Analytics Provide Insights Into the Impacts of These Changes, Enabling Effective Risk Management Strategies. By Assessing Earnings Sensitivity and the Economic Value of Equity (EVE), Vector Helps Institutions Make Informed Decisions About Their Asset and Liability Structures, Minimizing Mismatches and Ensuring a More Resilient Balance Sheet.

Interest Rate Risk Analysis

60-period comprehensive IRR measurement and balance sheet analysis

MetricP1P2P3P4P5P6P7P8P9P10P11P12P13P14P15P16P17P18P19P20P21P22P23P24P25P26P27P28P29P30P31P32P33P34P35P36P37P38P39P40P41P42P43P44P45P46P47P48P49P50P51P52P53P54P55P56P57P58P59P60
Total Assets$500.0M$510.0M$520.2M$530.6M$541.2M$552.0M$563.1M$574.3M$585.8M$597.5M$609.5M$621.7M$634.1M$646.8M$659.7M$672.9M$686.4M$700.1M$714.1M$728.4M$743.0M$757.8M$773.0M$788.4M$804.2M$820.3M$836.7M$853.4M$870.5M$887.9M$905.7M$923.8M$942.3M$961.1M$980.3M$999.9M$1.0B$1.0B$1.1B$1.1B$1.1B$1.1B$1.1B$1.2B$1.2B$1.2B$1.2B$1.3B$1.3B$1.3B$1.3B$1.4B$1.4B$1.4B$1.5B$1.5B$1.5B$1.5B$1.6B$1.6B
Total Liabilities$450.0M$459.0M$468.2M$477.5M$487.1M$496.8M$506.8M$516.9M$527.2M$537.8M$548.5M$559.5M$570.7M$582.1M$593.8M$605.6M$617.8M$630.1M$642.7M$655.6M$668.7M$682.0M$695.7M$709.6M$723.8M$738.3M$753.0M$768.1M$783.5M$799.1M$815.1M$831.4M$848.0M$865.0M$882.3M$900.0M$917.9M$936.3M$955.0M$974.1M$993.6M$1.0B$1.0B$1.1B$1.1B$1.1B$1.1B$1.1B$1.2B$1.2B$1.2B$1.2B$1.3B$1.3B$1.3B$1.3B$1.4B$1.4B$1.4B$1.4B
Equity$50.0M$51.0M$52.0M$53.1M$54.1M$55.2M$56.3M$57.4M$58.6M$59.7M$61.0M$62.2M$63.4M$64.7M$65.9M$67.3M$68.6M$70.0M$71.4M$72.8M$74.3M$75.8M$77.3M$78.8M$80.4M$82.0M$83.7M$85.3M$87.0M$88.8M$90.6M$92.4M$94.3M$96.1M$98.0M$99.9M$102.0M$104.0M$106.1M$108.3M$110.4M$112.6M$114.8M$117.2M$119.5M$121.9M$124.3M$126.8M$129.3M$131.9M$134.6M$137.3M$140.1M$142.8M$145.6M$148.6M$151.6M$154.6M$157.7M$160.8M
Net Interest Income (Base)$9.2M$9.4M$9.6M$9.8M$10.0M$10.2M$10.4M$10.6M$10.8M$11.1M$11.3M$11.5M$11.7M$12.0M$12.2M$12.4M$12.7M$13.0M$13.2M$13.5M$13.7M$14.0M$14.3M$14.6M$14.9M$15.2M$15.5M$15.8M$16.1M$16.4M$16.8M$17.1M$17.4M$17.8M$18.1M$18.5M$18.9M$19.2M$19.6M$20.0M$20.4M$20.8M$21.2M$21.7M$22.1M$22.6M$23.0M$23.5M$23.9M$24.4M$24.9M$25.4M$25.9M$26.4M$26.9M$27.5M$28.0M$28.6M$29.2M$29.8M
NII (+200 bps Shock)$10.3M$10.5M$10.7M$10.9M$11.1M$11.3M$11.5M$11.8M$12.0M$12.2M$12.5M$12.7M$13.0M$13.3M$13.5M$13.8M$14.1M$14.4M$14.6M$14.9M$15.2M$15.5M$15.8M$16.2M$16.5M$16.8M$17.2M$17.5M$17.8M$18.2M$18.6M$18.9M$19.3M$19.7M$20.1M$20.5M$20.9M$21.3M$21.8M$22.2M$22.6M$23.1M$23.5M$24.0M$24.5M$25.0M$25.5M$26.0M$26.5M$27.0M$27.6M$28.1M$28.7M$29.3M$29.9M$30.5M$31.1M$31.7M$32.3M$33.0M
NII (-200 bps Shock)$8.3M$8.4M$8.6M$8.8M$8.9M$9.1M$9.3M$9.5M$9.7M$9.9M$10.1M$10.3M$10.5M$10.7M$10.9M$11.1M$11.3M$11.6M$11.8M$12.0M$12.3M$12.5M$12.8M$13.0M$13.3M$13.5M$13.8M$14.1M$14.4M$14.7M$14.9M$15.2M$15.5M$15.9M$16.2M$16.5M$16.8M$17.2M$17.5M$17.9M$18.2M$18.6M$19.0M$19.3M$19.7M$20.1M$20.5M$20.9M$21.3M$21.8M$22.2M$22.6M$23.1M$23.6M$24.0M$24.5M$25.0M$25.5M$26.0M$26.5M
Earnings Sensitivity (+200 bps)$1.1M$1.1M$1.1M$1.1M$1.1M$1.1M$1.1M$1.2M$1.2M$1.1M$1.2M$1.2M$1.3M$1.3M$1.3M$1.4M$1.4M$1.4M$1.4M$1.4M$1.5M$1.5M$1.5M$1.6M$1.6M$1.6M$1.7M$1.7M$1.7M$1.8M$1.8M$1.8M$1.9M$1.9M$2.0M$2.0M$2.0M$2.1M$2.2M$2.2M$2.2M$2.3M$2.3M$2.3M$2.4M$2.4M$2.5M$2.5M$2.6M$2.6M$2.7M$2.7M$2.8M$2.9M$3.0M$3.0M$3.1M$3.1M$3.1M$3.2M
Sensitivity Ratio11.96%11.70%11.46%11.22%11.00%10.78%10.58%11.32%11.11%9.91%10.62%10.43%11.11%10.83%10.66%11.29%11.02%10.77%10.61%10.37%10.95%10.71%10.49%10.96%10.74%10.53%10.97%10.76%10.56%10.98%10.71%10.53%10.92%10.67%11.05%10.81%10.58%10.94%11.22%11.00%10.78%11.06%10.85%10.60%10.86%10.62%10.87%10.64%10.88%10.66%10.84%10.63%10.81%10.98%11.15%10.91%11.07%10.84%10.62%10.74%

Risk Level

Low

Within acceptable range

Balance Sheet Mismatch

Minimal

Well-aligned structure

IRR Exposure

$1.1M

+200 bps shock

Base NII

$9.2M

Current period

NII (+200 bps)

$10.3M

Shock scenario

EVE Impact

-8.00%

+200 bps shock

Risk Status

Low

Within limits

Scale Your Lending,
Not Your Operations

Vector Transforms Financial Analysis by Delivering Actionable Insights for Profitability Optimization, Liquidity Management, and Risk Mitigation, Enabling Lending Institutions to Strengthen Financial Resilience and Strategic Growth.

300
Financial Models
+45%
Increased Accuracy
80%
Time & Cost Saving
40
Asset Classes
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