Manage your balance sheet with our asset liability management (ALM) solution

OneSumX ALM facilitates flexible balance sheet modeling, stress testing and dynamic planning.

Accommodating multiple structures of ALM data on one platform, the solution allows for multi-entity implementations and different user types. Explore multiple scenarios and simulations whilst continually assessing your risk. Take a pro-active approach towards risk management, developing and improving strategy to avoid losses and maximize profitability.

search screen control transparency federal state legislation tracks icon
Analyze your portfolio

Support the quantitative elements for ALM analytics and have flexibility in set up and reporting.
server connected desktops screens icon
Streamline your data

Gain a holistic view on risks, both locally and globally from one single source of data. Ensure consistency, availability, reconciliation and accuracy across departments.
graph up chart diagram arrow increase growth raise icon
Maximize profitability

Enable a proactive approach towards risk management, developing and improving your strategy to mitigate losses and maximize profitability.

VaR, LCR, IRRBB, what-if analysis… Meet OneSumX ALM solution features

OneSumX is contract-centric; building up the balance sheet based on the details of contracts from which various risk metrics can be considered and modeled, including risk factors, counterparty information and behavioral modeling. The solution provides a view of the impact of managing your assets and liabilities on your profit and loss analysis.

Every product type available on your balance sheet can be modeled and valued. Cash flows can then be generated on a financial events timeline for further analysis. Core risk analysis such as sensitivity and liquidity gap as well as more advanced simulation techniques including value-at-risk (VaR), earnings-at-risk (EaR) and liquidity-at-risk (LaR) are all supported and available.

  • Risk measurement

    • Collect the financial events e.g. interest or capital payments, capitalizations, pre-payments, withdrawals or option payments
    • Measure value, income and liquidity under current and stress conditions
    • Individually or jointly stress ratings, default probabilities or interest rates
    • Gain a consistent view on earnings / income, liquidity, and economic value
    • Includes the variation of earnings and economic value under defined business strategies and risk factor scenarios
    Measures include:
    • Nominal value
    • Book value
    • Fair value
    • Sensitivity gap
    • Tenor gap
    • $-exposure
    • $-duration
    • $-convexity
    • Greeks
    • CE, EE, PFE, and expected loss

  • Risk management

    • Monitor and control risk via our dashboard and ERM workflow capabilities, and tailor the behavior according to the various users
    • Intuitive user interface so you can quickly run ad-hoc scenarios based on changed assumptions, market risk factors or growth assumptions as well as stress testing various scenarios
    • In-built reporting tools provide rapid visualization of the results for ad-hoc reporting
    • Standard reports are also provided to deliver an easy start for producing standard asset-liability committee reports.

  • Regulatory compliance

    • Predefined templates for regulatory compliance such as interest rate risk in the banking book, market risk – Fundamental Review of the Trading Book (FRTB), Liquidity Coverage Ratios (LCRs) and Net Stable Funding Ratios (NSFRs)
    • Supports public disclosure reporting requirements on interest rate risk and liquidity risk set by the Basel Committee on Banking Supervision (BCBS)

  • Strategic decision-making features

    The solution provides a comprehensive view of the business' risks to help facilitate strategic decision-making. Some of these features include:
    • Liquidity gap and contingency analysis
    • Dynamic balance sheet optimization
    • Valuation (NPV, BPV, Duration, Convexity, Greeks)
    • Interest rate sensitivity, repricing, fixing date gap and key rate analysis
    • Replication of non-maturing contracts
    • Dynamic balance sheet projection model (forecast and planning)
    • Scenario modeling with combined market, credit and behavioral stress
    • Dynamic hedging
    • Profitability/FTP (income and spread decomposition, FTP curve calculation framework - 9 methods
Chartis ALM Risk Leader
Wolters Kluwer is named Category Leader in all six quadrants of the 2024 Chartis ALM Solutions Report
Wolters Kluwer Finance, Risk, and Regulatory Reporting (FRR) business has secured category leader position in all six quadrants of the Chartis ALM (Asset Liability Management) Solutions 2024 Market Quadrants report.
Learn More
Chartis RiskTech100
Wolters Kluwer achieves top ten ranking in Chartis RiskTech100® 2025
Wolters Kluwer has achieved a global top ten ranking from Chartis Research in the prestigious Chartis RiskTech 100 2025 report. Wolters Kluwer also received Category Awards for Liquidity Risk and, for the third consecutive year, Regulatory Intelligence.
Learn More
digital banker logo

Wolters Kluwer wins The Digital Banker award for Best ALM Solution by a Vendor


​OneSumX for Asset Liability Management (ALM)  has been recognized by The Global BankTech Awards 2024 as the Best ALM Solution by a Vendor.

Learn More
ALM Video
5 Asset Liability Management capabilities you can’t manage without

OneSumX ALM is the award-winning solution that offers a comprehensive platform catering to various needs of the integrated balance sheet management process of banks. It projects all cash flows at contract level according to any scenario and generates your liquidity and interest rate profiles for extensive analysis.


Discover more about the capabilities of our solution in this video. Learn how it can help you integrate departments, compute internal and regulatory metrics, simulate scenarios, generate reports and demonstrate efficiency.

Balance Sheet Management

As regulators are increasingly focused on the asset liability management process in banking, regulatory metrics should be analyzed together with internal measures. You should preferably use the same solution, calculated on the same sets of high quality data and bank-specific modeling assumptions as the internal calculations.

Through OneSumX, the full balance sheet can be modeled, including equity, off-balance, operational balancing for cash flows and accruals. Yield curves can be interfaced directly, behavioral modeling can be applied by standard templates for prepayments, and for forecasting, production scenario templates are also foreseen.

Our solution incorporates a broad range of pricing models that can be modified according to your needs, including:

Mature man on laptop and phone
  • Discounted cash flow model
  • Capital asset pricing model
  • Black-Scholes (generic)
  • Bouaziz-Briys & Crouhy
  • Hull-White
  • Ikeda & Kunitomo
  • Reiner & Rubinstein
  • Turnbull & Wakeman
  • Margrabe
  • Trinomial Trees
  • Libor Market Model
Looking directly up at the skyline of the financial district in central London,
eBook: Mastering Asset Liability Management (ALM)
Gain unparalleled insights into Asset Liability Management (ALM) for banks with our 5 key steps for a winning ALM strategy eBook.
Download now!
A reflection of clouds and sky in a mirrored glass building,

Regulatory newsletter

From evolving Basel standards to emerging regional regulations, our curated content keeps you well-prepared for what lies ahead. Explore timely updates, all in one place.
Subscribe to Newsletter
FRR Webinar Signup

OneSumX events
and webinars

Keep up to date with news, webinars and events in financial risk, regulatory & reporting. Explore detailed analysis, expert commentary and perspectives — all in one place.
Sign-Up Today
Expert insights and related solutions
  • Office Tower in New York City
    Article
    FinanceComplianceESGJune 16, 2024
    Excelling in IRRBB and CSRBB management: Strategic approaches for CROs
    By: Lazhare Djeffal
    Mastering interest rate risk (IRRBB) and credit spread risk (CSRBB) in the banking book: Five essential insights for Chief Risk Officers
    Learn More
  • Looking directly up at the skyline of the financial district in central London,
    Solution
    OneSumX IRRBB
    A unified approach to managing the interest rate risk challenges in the banking book
    Learn More
Downloads
Browse all OneSumX FRR downloads

ALM Solution Primer
Asset and Liability Management Solution Primer

WK_OneSumX_FTP_ProductSheet
OneSumX FTP Product Sheet

Request more information about OneSumX ALM

  • No obligation. Talk to an expert about your specific business and implementation needs.

  • Your details won't be shared. We'll only contact you about OneSumX FRR solutions.

  • Opt out, or change preferences, at anytime.

Back To Top