Treasury & ALM Systems for Banking
AI-powered treasury management and asset-liability management for banks and financial institutions. Interest rate risk modelling, liquidity forecasting, funds transfer pricing, and regulatory capital optimisation.
AI-Powered Treasury & Asset-Liability Management
Treasury and asset-liability management (ALM) are critical functions for banks and financial institutions — managing interest rate risk, liquidity, funding costs, and regulatory capital requires sophisticated systems that can model complex financial instruments, run stress tests across thousands of scenarios, and produce regulatory-ready reports.
redskios builds interest rate risk modelling platforms compliant with IRRBB guidelines, liquidity risk management systems for LCR and NSFR forecasting, funds transfer pricing frameworks for accurate cost allocation, and regulatory capital optimisation tools for Basel III/IV compliance.
Our AI-powered approach enhances traditional ALM with machine learning for scenario generation, cash flow prediction, and anomaly detection — delivering more accurate models and faster analysis cycles than conventional tools.
Treasury & ALM Capabilities
End-to-end treasury management and ALM solutions built for regulatory compliance and AI-powered insight.
Interest Rate Risk Modelling
IRRBB-compliant interest rate sensitivity analysis with AI-driven scenario generation, gap analysis, and economic value of equity calculations.
Liquidity Risk Management
LCR, NSFR forecasting and regulatory reporting with predictive analytics for cash flow and funding needs across multiple time horizons.
Funds Transfer Pricing
FTP frameworks that accurately allocate funding costs across business units, enabling true profitability measurement and informed pricing decisions.
Regulatory Capital Optimisation
AI-driven capital allocation strategies for Basel III/IV compliance, balancing regulatory requirements with business growth objectives.
Cash Flow Forecasting
ML-powered cash flow projections using historical patterns and market data for accurate liquidity planning and funding strategy.
AI Stress Testing
Automated stress test scenario generation and impact analysis, covering interest rate shocks, credit spread movements, and macroeconomic events.
Modernise Your Treasury & ALM Function
We bring AI-powered modelling and regulatory expertise to banking technology. Let's discuss your treasury requirements.
Specialised Services
Interest Rate Risk Modelling (IRRBB)
IRRBB-compliant interest rate risk modelling for banks. Sensitivity analysis, gap analysis, economic value of equity, and AI-driven scenario generation for regulatory compliance.
Learn moreLiquidity Risk Management
Liquidity risk management systems for banks. LCR and NSFR calculation, cash flow forecasting, contingency funding planning, and regulatory reporting with predictive analytics.
Learn moreFunds Transfer Pricing
Funds transfer pricing frameworks for banks. Accurate funding cost allocation across business units for true profitability measurement, pricing decisions, and balance sheet optimisation.
Learn moreRegulatory Capital Optimisation
AI-driven regulatory capital optimisation for banks. Basel III/IV compliance, capital allocation strategies, RWA optimisation, and capital planning under multiple scenarios.
Learn more