A-L Model Validation

Asset liability (A-L) model validation is an essential component of credit union risk management and reporting. Our CUSO, QuantyPhi, can help your credit union evaluate the interest rate risk (IRR) on your balance sheet and provide you with insights into how to improve your credit union’s performance and pass your exams with ease and confidence. QuantyPhi’s highly trained analysts will review your credit union’s IRR process, pinpoint areas that are not currently optimized for overall peak performance, suggest methods and practices to help improve your credit union’s asset liability management process, and help you implement desired changes.

Key benefits:

• Determine if your A-L process is adequately capturing the full measure of IRR of the balance sheet
• Rest easy knowing that your IRR measurement process accurately displays the IRR exposure of the credit union
• Identify where investment IRR measurements may not fully capture true risk
• Stay compliant with NCUA and other financial institution regulations

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