Corporate
Profile

Sales Pitch

To support complex financing business with systems

ALM package system, ALFA

ALFA (ALM for Financial Analysis), as the compass for risk management and the management of financial institutions, is an ALM package system for financial institutions. 

[Function] 
・All of the functions required of an ALM system are equipped. 
　　(Gap analysis, interest rate risk analysis, liquidity risk analysis, simulation analysis, etc.) 

・Current value analysis and VaR analysis are equipped as standards. 
　　You can easily output the monitoring materials for the Financial Services Agency and the Bank of Japan in relation to interest rate risk. 

・To enhance operability, various types of interfaces are available. 
　　Inputting core bank deposit data/securities data (bond MIS, NBA) 
　　Outputting CSV files of owned data (ladder etc.) and calculation results

Loan evaluation system, Lambda (Lambda Loan)

Lambda Loan is a package product to verify the profitability based on the lifetime profits of loans such as housing loans. 
Personal loans, especially housing loans, have different characteristics from corporate loans. 
In the case of corporate loans, the circumstances of the borrowers and their environments are completely different; therefore, it is essential to monitor the financial status. On the other hand,  in the case of housing loans, the circumstances of the borrowers are similar and thus statistical approaches are considered to be possible. 
We provide our systems based on the experience in support at banks that started part of operation for practice. 

[Benefits of introduction] 
1. From profit management based on gross margins to profit management based on expected values 
You can switch from conventional management based on gross margins to management based on expected values. In the expected cash flow method, cash flows are adjusted so that the credit risk cost, prepayment cost, and interest rate risk cost can each be calculated respectively. 

2. Enhancing the business operation management and integrated risk management 
Linkage is made not only with lifetime profits but also with ALFA to enable the risk calculation in consideration of prepayments so that you can aim at the enhancement of integrated risk management.

Introducing products

◆ ALM system 
The functions necessary for ALM systems are equipped as standards. 

◆ Current price evaluation system 
We have developed this based on the current price calculation function of "ALFA" to calculate the current price of the financial instruments wanted in "The Principles Applied in Relation to the Disclosure of the Current Price etc. of Financial Instruments." 
We made available two types: the cash flow method and the spread method. 

◆ ＬＣＲ Calculation system 
This is a system to calculate the liquidity coverage ratio (LCR). 
"ALFA" handles "lending, deposit, daily accounting, securities," and other data and also has a data interface. 
You can calculate the LCR value at the end of a month by adding and acquiring lacking data only. 

◆ Loan evaluation system 
This is a system to analyze housing loans from different viewpoints. 
You can calculate periodic profits, lifetime profits, the amount of risk, etc. 
You can output the result of the calculation in the case in which the occurrence probability of two or more scenarios is added with the combination of scenarios being one set, beside the measurement of the influence by specifying scenarios such as funding plans, interest rate forecasts, stresses, and so forth. 

◆ Profit calculation system 
This is a calculation system dedicated to profit simulations. 
Only the current status (for checking data) and simulation calculation functions are provided. 

◆ Ladder creator 
The data used for the system is created from the data induced from the accounting system. 
The functions to add necessary account titles to each system are also implemented. You can minimize the load on the system. You can use further specific data if you register the data lacking in the accounting system as supplement information. 
Interfaces such as i-Port and NBA data are also available as well as the accounting system data.