Asset/Liability Management

Manage your risk.

Raymond James’ Asset/Liability Management Services provides clients with a robust, dynamic and comprehensive solution for measuring, monitoring and managing risk. The service leverages the technology of a cutting-edge ALM model, employing the institution’s core account data and custom behavioral assumptions. The analytics and model outputs meet or exceed regulatory requirements and provide management with a powerful tool to aid in strategic decision making.

Reporting Details

  • Earnings, economic value, liquidity, and economic capital at risk analysis
  • Eleven instantaneous, parallel shock scenarios and five ramped, non-parallel scenarios
  • Executive, Board and ALCO summary reports to aid in strategic decision-making
  • Detail reports incorporating account-level analysis and performance outputs
  • Liquidity analysis to support cash flow stress-testing and contingency funding planning
  • Seven-year simulation horizon modeled on a static and/or dynamic basis

Modeling Details

  • Securities modeled by regulator-recognized eFolio® system
  • Loans modeled on a line-item basis for all contractual elements such as floors, caps, re-pricing characteristics, amortization and balloon payments
  • Deposits and borrowings modeled on an account-level basis, accounting for any optionality
  • Custom prepay, decay and beta assumptions

Consulting Services

  • Model assumptions consulting
  • “What If?” modeling to support strategic decision making:
    • Growth, runoff and new product scenarios
    • Prepayment and deposit behavior scenarios
    • Bond portfolio, loan, funding, capital and hedge strategy scenarios
  • Model back-testing
  • Board/ALCO meeting consultation and on-site visits
  • Asset/liability continuing education presentations
  • Actionable strategy and product solutions
  • Policy review and update
  • Regulatory exam preparation

Investing involves risk and you may incur a profit or loss regardless of strategy selected.


eFolio® is the first truly interactive proprietary online portfolio management system for institutions, giving you constant access to your portfolio and Raymond James’ inventory and research. Interact with your portfolio online, run what-if scenarios, shock your portfolio using interest rate assumptions and more.