Bank

Reporting

Sciences


 

We provide community bankers the clearest,
easiest-to-understand and most comprehensive
Asset/Liability Management reporting available.


 

Our ALM ADVISOR® asset/liability
management report was created to do one thing:

Make the increasingly complex subjects of
Interest Rate Risk and Liquidity Risk
easy-to-understand for you, your Board,
your ALCO and your examiners.


 

Since 1998, Bank Reporting Sciences
has provided ALM reporting to
hundreds of community banks
throughout the Nation.


 

We do not provide software.
We provide quarterly ALM reporting
on a completely
outsourced basis.


 

Our clients are community bankers
that want their ALCO reporting
process
to be as
simple as possible;
to be as cost-effective as possible; and
to keep their ALM reporting well
ahead of regulatory expectations.

Our Largest Client

Our Smallest Client

Our Average Client

$2.8 Billion

$10.2 Million

$228 Million

 


 

Simple does not mean simplistic.

Bank Reporting Sciences’ proprietary
ALM model stands among the most
advanced in the banking industry.


 

Our modeling software is continuously
innovated.  New capabilities are
routinely added that make the
ALM ADVISOR® more comprehensive and
keep the reporting
well-ahead of
regulatory expectations.


 

Current Modeling Results Reflected in the
ALM ADVISOR®

Interest Rate Risk

Earnings-at-Risk & Economic Value of Equity-at-Risk

 

Simulations

 

Ramp +100bp thru +500bp/-25bp thru -100bp

 

Shock +100bp thru +500bp/-25bp thru -100bp

 

Non-Parallel - 6 simulations

 

 

Liquidity Risk

Cash Flow Projections

 

Cash Flow Stress Testing

 

Liquidity Cashion Stress Testing

 

 

Assumption Stress Testing

Prepayment Stress Testing

 

Deposit Beta Stress Testing

 

Deposit Decay Stress Testing

 

 

Other Stress Testing

Capital Adequacy Stress Testing

 

Credit Quality Stress Testing

 

 

Calculated on a Bank specific basis

Loan Prepayments

 

Non Maturity Deposit Decay

 

Deposit Lags & Betas

 

 

Testing and Validation

On Board Earnings Simulation Back-Test

 

Annual Independent Validation

 


 

Allow us to demonstrate.
The best was to evaluate the ALM ADVISOR®
is with a
complimentary Bank specific sample.


 

Your complimentary ALM ADVISOR® will be
prepared using the most recently available
Call data and assumptions calculated by
Bank Reporting Sciences.


 

Send your ALM ADVISOR® request to
Demo@BankReportingSciences.com


 

Your ALM ADVISOR® will be emailed
to you within 5 business days.

We will not contact you by phone unless
you specifically request a phone appointment.

BRS will NOT share your contact information with any third party.


 

Other services we provide:
ALM Model Validation
CECL Model Validation
Balance Sheet Fair Value Exit Price Reporting
Trust Preferred Security Exit Price Reporting
Canary Reporting

Coming Summer/Fall 2019
CECL Reserve Reporting
Custom Peer & Competitive Analyses


 

Bank Specific Assumptions
BRS can provide you the following
modeling assumptions, all of which are
calculated entirely on a Bank specific basis:

Loan Prepayments
Non-Maturity Deposit Decay
Deposit Betas & Lags

Bank specific assumptions are available Quarterly, Semi-Annually, or Annually


 

Would you like more information?
Info@BankReportingSciences.com


 

Bank Reporting Sciences
©2019 BRS, LLC. All Rights Reserved