BancPath® Asset / Liability Management Reporting and Consulting Service

by David Farris

BancPath® Model and Reporting and Consulting Service

• Reporting Complies with all Aspects of FDIC Advisory on IRR Management issued January 2010
• Monthly or Quarterly Reporting
• Client Submits Data to AMG through our Secure Web-based Portal at BancPath.com
• Client Training Provided by AMG to Create Complete Data Files and Submit Data
• Prompt Turnaround of Reports once Data is Submitted with 24-48 Hour Target
• Report PDF is Emailed when Complete & Client has the Ability to Download Current & Past Reports from our Secure Web-based Portal
• Late-Term Aggregation of Client Data.  Account detail is used for all Analysis and Simulations
• Income Simulations – Ramped, Shocked, Parallel, +-500, Multi-Year and Nonparallel Curve Shifts
• Market Value of Equity Calculations
• Loan Reinvestment Rates determined by Actual Prior Period Business Booked
  CD Reinvestment Rates determined by Actual Prior Period Business Booked
• Deposit Beta Calculator Built in to the Model Updates Deposit Beta Assumptions Every Period
• Non-Maturing Deposit Average Life determined by calculating the weighted time open for every deposit account and then calculating Retention Rates at the account level Every Period
• Core Deposit Study included with every report which analyzes changes over time in Deposit Betas, Deposit Durations and Balances
• Liquidity Analysis - All Key Ratios Calculated - Cash Flow Tables to project Cash Balances in base & stress scenarios over 365 days as well as shorter time frames – Three Stage Liquidity Analysis
• Ability to Update Reports in Response to Regulatory Guidance, Client Requests and Exam Trends
• Detailed Portfolio Summaries for Loans and Deposits
• Pricing Comparisons for Loans Based on Current Portfolio Yield and Prior Period Business Booked to Market Rates & Peers
• Pricing Comparisons for CDs Based on Prior Period Business Booked to Market Rates and Peers
• Pricing Comparisons for Non-maturing Deposits to Peers
• Investment Portfolio Comparison to Peer Portfolios including Book Yield, Book Price, Portfolio Mix, Coupon, Duration, Market Price and G/L
• Calculation of all Key Ratios & Comparison to AMG Client Group, UBPR Groups & Custom Peer Groups
• Stress Tests of Material Assumptions including Beta and Retention for Non-Maturing Deposits, Change in Deposit Mix and Prepayments
• Report Appendix Documents all Material Methodology, Assumptions and Model Certification
• Excel files provided to client to perform their own Stress Testing on Liquidity CF & Material Assumptions
• Master Report – All Report Exhibits in Excel along with all Detail and Assumptions – Audit File is a smaller subset of the Master Report

• Asset/Liability Management Consulting provided as Requested along with Reporting
• AMG Reps available for ALCO and Board Meetings through Zoom and Onsite Visits
• Policy Consulting for Investment, A/L, Contingency Funding, Capital Management & Derivatives
• Deposit Stratification Excel File – Analyze effect of Rearranging Balance Tiers & Rates on Non-maturing Deposit Accounts
• Marginal Cost Analysis Excel File – Calculate Marginal Cost of Funds or “true cost” of CD Specials
• What If Report – Analyze Effect on NII and MVE from Changing Balance Sheet Structure
• Template for Meeting Agenda Populated with Bank Info and relevant Market Data

• Ability for Client to Perform, Print & Download Additional Analytics using their own Data
• Interactive Peer Group Comparison – Compare Your Banks Performance to Any Other Bank
• Loan Builder Loan Pricing Tool
• Model Projected Cash Flows for All Assets and Liabilities used in the Client’s specific Report
• Exam Checklist for Banks
• Additional Research on Current Asset / Liability Issues and Investment Strategies
• Client Profile Section – Controls Contact Info, Report Distribution List, Access to Contract, Billing

• Budgeting
• Drill Down Reporting – Branch Profitability and Interactive Loan Officer Profitability
• PARS – Detailed Portfolio Analytics Reporting for Investment Securities Reporting and Analysis
• Derivative Modeling and Trading
• CECL Services
• Bond Accounting and Safekeeping Services are also Available via Country Club Bank Capital Markets Group