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 IPA: Investment Portfolio Accounting.
Click here to view a
sample set of reports
APM® Benefits
Be analyzed: APM® analyzes and graphically
displays information for all types of bank-eligible fixed income securities,
including mortgage-backed securities, CMOs and callable agencies using:
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Portfolio Segmentation and Allocation Analysis
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Effective Duration and Convexity Measurement
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Risk/Return Profiles
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Projected Cash Flow Analysis
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Average Life Sensitivity
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Stress Analysis: Independent Market Valuation, Analysis, and Stress Testing
performed on every security in your portfolio
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.
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SFAS 115 Portfolio Segmentation
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Individual, Segment and Portfolio Rate Shock Analysis
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Capital Sensitivity Measurement
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FFIEC Supervisory Policy Compliance
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Maximum Volatility Risk Limits
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Cash Flow and Average Life Sensitivity
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Independent Price Valuation and Stress Testing
Be prepared:
Potential portfolio strategies can be simulated and viewed to see the impact on
the bank’s cash flow, portfolio yield and portfolio duration before buying or
selling any security.
Be seen:
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.
Be prompt:
Information is downloaded from the IPA 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 proved by the
Baker Group Software Solutions, Inc.