Asset Liability Management (ALM) and Liquidity Risk support

IBM InfoSphere Business Glossary Pack for Financial Services, V8.10.0 includes an enhanced glossary that describes the fundamental characteristics of business data required in Asset Liability Management (ALM) and Liquidity Risk calculations.

A key challenge faced by customers in their developing data lake environments is the ability to describe and tag the source of information required for critical business processes. With its extensive business scope, the IBM InfoSphere Business Glossary Pack for Financial Services, V8.10.0 Glossary plays a crucial role is describing the fine-grained characteristics of enterprise wide Financial Institution information.

Given the recent focus on long term funding requirements for Liquidity Risk, the IBM InfoSphere Business Glossary Pack for Financial Services, V8.10.0 Glossary now includes the specific alignment of the fundamental characteristics of Asset Liability Management (ALM) and Liquidity Risk information with the Glossary model.This allows customers to isolate and unify the description of the information required by ALM & Liquidity Risk solutions.

The IBM InfoSphere Business Glossary Pack for Financial Services, V8.10.0 Glossary now includes more refined detail to describe the various characteristics of the financial information required for ALM and Liquidity Risk calculations, including price types, volatility, business day rules, amortization, calibration, coupons, curves, FTP, moneyness, sliding terms, notionals, etc.

For ease of navigation, a new Supportive Content structure has been created with over 650 distinct terms describing the typical parameters of the IBM Algo One 5.1 Datamart for Balance Sheet Risk Management as a leading example of a risk management solution. These terms cover the core information needs for ALM, Liquidity Risk, Amortization / Prepayment, Funds Transfer Pricing and Hedging.

The new Supportive Content is segregated into modelling topics, objects, attributes and domain level information. Relationships between these terms allow the user to view products by their attributes, sort attributes relevant to a given modelling topic, etc. This allows the user to focus on the specific types of product details relevant to their business. These Supportive Content terms are mapped directly to the corresponding IBM InfoSphere Business Glossary Pack for Financial Services, V8.10.0 Glossary terms.

The extended financial information enhances the ability of IBM InfoSphere Business Glossary Pack for Financial Services, V8.10.0 to act as the business data hub in a governance architecture addressing the Financial Institution’s ALM & Liquidity Risk Management needs. The additional Supportive Content structure provides a fast track for aligning risk management solutions for ALM and Liquidity Risk with the data governance architecture centered on the IBM InfoSphere Business Glossary Pack for Financial Services, V8.10.0 Glossary.