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25 Nov.

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Risk services

Asset Liability Management

Asset Liability Management (ALM) is a critical tool for managing interest rate risk and is essential for formulating sound, intelligent growth strategies. VolCorp offers ALM reporting and consulting services, as well as useful seminars and training sessions that help credit unions understand ALM and keep their businesses on an upward trajectory.

Report Packages

VolCorp utilizes robust, state-of-the-art software for full-service interest rate risk modeling on quarterly, semi-annual, and annual schedules. We evaluate the risks in our members’ balance sheets and compare it with NCUA’s risk limit guidelines so that credit unions can meet regulatory compliance and use the data we uncover as a tool for strategic decision making.

NEV (Net Economic Value)

Measurement of the difference between the net present values of credit union assets and liabilities using set interest rate shock scenarios, and taking into account the optionality of each interest bearing asset and liability instrument on existing balance sheets (such as caps, floors, call features, and variable cash flows).

NII (Net Interest Income)

A one-year snapshot of a credit union’s NII after the balance sheet has been subjected to regulated interest rate shock scenarios (keeping all other variables static).

NCUA Interest Rate Guidelines

A calculation of interest rate risk compliance compared to NCUA guidelines.

NEV and NII Trends

A comparison of the results between the current and prior modeling periods and extrapolated trends.

NMS (Non-Maturity Shares)

A graph showing NEV volatility profiles of NMS modeled at par with beta sensitivity factors, and at final maturity.

Peer-to-Peer Comparison

A summary of the key ratios and graphs showing a credit union’s position relative to its peers.

Expert Consulting

VolCorp specializes in the following consulting services:

ALM Validation Service
Validations are a regulatory requirement. VolCorp helps credit unions stay compliant by running data simulations of their balance sheets and facilitating independent reports that analyze interest rate risk and enable parallel comparisons.

What-If Modeling
ALM modeling provides forecasting reports based on strategic goals to inform understanding on how they can impact risk, empowering credit unions to confidently and securely plan ahead.

Policy Development and Review
We review ALM, liquidity, and concentration policies, making any necessary revisions and ensuring policies comply with real world risk management requirements and evolving NCUA regulations.

Seminars & Training Courses

VolCorp is invested in helping its members better navigate the intricacies of AML. We provide the following training sessions:

ALM Seminars
No-cost “value-added” seminars given by expert instructors on a variety of topics relating to ALM and investments for credit unions.

ALM Training
VolCorp professional consultants provide personalized ALM training courses based on credit union needs, highlighting how different loan/share products impact the interest rate risk embedded on balance sheets.

For information about upcoming events, please consult our event calendar.

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Become a Member

For more information about our ALM services and about how we can help your credit union, contact us! One of our representatives will get back to you shortly.