Ziraat Bank,
Asset-Liability Management (ALM) Project

Ziraat Bank, Turkey’s largest financial institution, plans to manage its financial risks
through the worldwide award-winning Moody’s Analytics solution more effectively
by establishing an Asset-Liability Management (ALM) structure compatible with the
corporate strategy and vision.

Ziraat Bank, <br>Asset-Liability Management (ALM) Project
Ziraat Bank, <br>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.


  • 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.
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