Ziraat Bank,
Asset-Liability Management (ALM) Project
Ziraat Bank, Turkey’s largest financial institution, plans to manage its financial risks
through the worldwide award-winning Moody’s Analytics solution more effectively
by establishing an Asset-Liability Management (ALM) structure compatible with the
corporate strategy and vision.
The project:
- Moody’s Analytics RiskConfidence™, which is used by many sector leader companies around the world was installed with the expertise of GTech.
- The transfer of market data to a data model, along with all the bank’s assets, liabilities, and off-balance sheet instruments on daily basis was completed.
- In line with local and global regulations, reports will be provided automatically on a single platform and with accurate data.
- Studies are carried out for cash flows generated daily through the data, and the following reports and analyses are to be produced in a daily and automatized manner.
- Balance sheet formation,
- Duration calculations,
- Net interest income,
- Economic value analyses,
- Gap analyses,
- Average remaining maturity,
- Executive ALCO reports,
- Legal reports.
Achievements:
- Management of data, for which quality controls and trial balance reconciliation have been made on a single platform.
- More effective management of automatized analyses and balance sheet risks.
- Establishment of a decision support system with an asset/liability management solution to manage risk in commercial decisions.
- Providing that dynamic balance sheet analyses are carried out in accordance with the strategies.
- Establishing a safe structure with stress tests.
- More effective management of risks arising from liquidity and interest mismatches caused by asset/liability products and from market conditions.
