MAT comes with an advanced set of dynamic reports ready to use, such as Repricing GAPs, Sensitivity Analysis for NII and MVE, Survival Horizon and Liquidity GAP among others.
The ALM engine provides users an easy visual interface which facilitates the creation of custom reports using any attribute available, from both inputs and simulation results.
Once a new report has been designed, it will be automatically and regularly fed with data from all processed scenario without user intervention.
MAT's core is an in-house simulation engine designed to provide advanced modeling in the most comprehensive way, making it a powerful tool while being easy to configure for NII, MVE, cash flows, and a large number of other traditionally ALM and Market Risk related metrics.
The simulation engine handles complex behavioral modeling including non-maturity liabilities, multivariate prepayment, and credit defaults. Additionally, it supports advanced financial behaviors such as stochastic simulations and dynamic optionality.
Dynamic scenarios and new business have been implemented in an easy and flexible manner to input and configure, with innovative solutions for unknown data elements.
Data is a foundational requirement of a successful balance management model.
MAT provides tools to categorize information without the need of external ETL processes. The engine incorporates visual monitoring tools to monitor the data load process and a robust data quality assessment.
A technical advantage of the MAT engine is the ability to load data at an account level. Accordingly, there is no need for complex aggregation processes when loaded data into the engine.