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