ALM Solution

User manual

Introduction

MyReg ALM is an ALM (Asset Liability Management) solution published by MLAdvisory. The features covered by the solution are described below:

Features of the ALM solution

• Client configuration: these configurations set up data imports (mapping between the data from the client’s systems and the application’s internal model);
• Importing a bank balance sheet: importing the data used to run the simulations;
• Running simulations: (i) EBA IRRBB regulatory scenarios and (ii) other types of custom simulations;
• Viewing an ALM situation;
• Viewing simulation results (being written);
• Generating IRRBB regulatory reports;
• Assistant: answers to questions about the application and its calculations, from this manual.

Calculation methodology

In addition, all the methodologies applied are set out in the methodology guide.