APM: Advanced Portfolio Monitor®

Possible portfolio strategies can be simulated by applying various “what if” scenarios to Baker’s Advanced Portfolio Monitor. The results can be viewed before any transactions take place—showing the impact on the bank’s cash flow, portfolio yield and the duration of the portfolio before actually buying or selling any security.

The risk profile of your investment portfolio should reflect the goals of your bank. APM software helps you manage that risk—and more. APM allows your bank to better manage its portfolio and comply with regulations with ease. Plus, it is compatible with Baker’s other Software Solutions* including IRRM: Interest Rate Risk Monitor, BSM: Balance Sheet Monitor and BBA: Baker Bond Accounting.

Analyzing Information Is Easy With APM

APM analyzes and graphically displays information for all types of bank-eligible fixed income securities, including mortgage-backed securities, CMOs, and callable agencies using:

  • Portfolio Segmentation and Allocation Analysis
  • Effective Duration and Convexity Measurement
  • Risk/Return Profiles
  • Projected Cash Flow Analysis
  • Average Life Sensitivity
  • Stress Analysis: Independent Market Valuation, Analysis, and Stress Testing performed on every security in your portfolio

You Can Be at Peace

Mark-to-Market and Capital Risk Analysis assists your bank in building appropriate risk parameters for your portfolio—helping you comply with SFAS 115 and FFIEC suitability—giving you regulatory

compliance and risk management peace of mind, focusing on:

  • SFAS 115 Portfolio Segmentation
  • Individual, Segment and Portfolio Rate Shock Analysis
  • Capital Sensitivity Measurement
  • FFIEC Supervisory Policy Compliance
  • Maximum Volatility Risk Limits
  • Cash Flow and Average Life Sensitivity
  • Independent Price Valuation and Stress Testing

You Will Always Be Prepared

APM graphically displays your portfolio’s cash flow and interest rate risk characteristics, along with monitoring the impact of changing interest rates monthly and annually. This provides you the analytical information needed to manage your portfolio.

Information is downloaded from the BBA system, and APM reports are generated and delivered promptly to your bank electronically.

*The Baker Group, LP is the sole authorized distributor for the products and services developed and provided by The Baker Group Software Solutions, Inc.