The FICast Balance Sheet Risk Profile Manager (BSRPM) is a powerful Excel-based tool that allows the user to perform interactive what-ifs and instantaneously see how different strategies affect the institution's risk profile. It is integrated with the results from the A/L Manager.
Sample strategies include:
- Changes in non-maturity deposit assumptions, terms and betas
- Purchases or sales of investments
- Fixed or variable rate loan strategies
- Funding strategies with changes in the mix of liabilities
- Interest rate swaps, caps or floors
The BSRPM also:
- Performs comprehensive non-maturity deposit stress testing that....
- Utilizes a matrix of terms and betas to...
- Show instantaneously how they affect the institution's risk profile