Ziraat Bank,
Asset-Liability Management (ALM) Project

The project:

• Moody’s Analytics RiskConfidence™, which is used by many sector leader companies around the world was installed with the expertise of GTech.
• The transfer of market data to a data model, along with all the bank’s assets, liabilities, and off-balance sheet instruments on daily basis was completed.
• In line with local and global regulations, reports will be provided automatically on a single platform and with accurate data.
• Studies are carried out for cash flows generated daily through the data, and the following reports and analyses are to be produced in a daily and automatized manner.
  • Balance sheet formation,
  • Duration calculations,
  • Net interest income,
  • Economic value analyses,
  • Gap analyses,
  • Average remaining maturity,
  • Executive ALCO reports,
  • Legal reports.

Achievements:

• Management of data, for which quality controls and trial balance reconciliation have been made on a single platform.
• More effective management of automatized analyses and balance sheet risks.
• Establishment of a decision support system with an asset/liability management solution to manage risk in commercial decisions.
• Providing that dynamic balance sheet analyses are carried out in accordance with the strategies.
• Establishing a safe structure with stress tests.
• More effective management of risks arising from liquidity and interest mismatches caused by asset/liability products and from market conditions.