ALM Specialty Services

Highly focused solutions to meet your every asset liability management need.

DCG offers a range of project-based consulting engagements to serve the very specific asset liability management needs of clients.

While not part of our main menu of services, these focused solutions are developed for clients on an as-needed basis. Some of our specialized services include:

Core Deposit Studies
Analyzing your financial institution’s historical deposit data, we can provide reasonable, defensible estimates of core deposit behavior. This information can be used in conjunction with managing assumptions used for income simulation and economic valuation, as well as core deposit valuations as part of purchase accounting rules (FAS 141/FAS 147).

Loan Prepayment Studies
DCG provides empirical support for prepayments used to model the institution’s various loan products. Analysis includes a summary of historical trends in actual prepayment activity including curtailment, pay-offs and rate modifications.

Product Replacement Studies
To substantiate and help improve the accuracy of your replacement assumptions, we can analyze historical loan and deposit activity.

Capital Planning
We can help you develop a robust model that includes stresses and the corresponding impact on capital, as well as help in the development of internal capital targets and contingency plans.

FAS 107

DCG provides valuations of your balance sheet as part of your year-end disclosures. This option is also available on a quarterly basis, if necessary.

Budget Modeling

DCG has the staff and expertise to assist in providing customized budget modeling services to meet your needs – from single bank simulations to extensive cost center or multi-bank holding company budgets.

Interest Rate Risk or Risk Mitigation Modeling

Our ALM modeling services can be customized to fulfill any temporary or permanent need. These services range from periodic IRR model preparation to comprehensive strategic risk mitigation analyses.